I have very dry skin, and my dad has icthyosis vulgaris, which is a genetic condition which causes very dry skin which itches, peels and cracks and in the winter. So I know a fair amount about caring for dry skin.
You’re doing a lot ‘right’ of course. Some ideas:
Bathe less. For real. My dad only bathes 1xweek if that in the winter. He ‘sponge bathes’ (washes hair, and keeps feet, pits, and bits clean) and you can’t tell at all.
Cut down on the hot water. I know, it’s torture in the winter, but it is the absolute worst thing for dry itchy skin!
Stop using soap/cleanser all over your body, if you are doing so. I almost NEVER put soap anywhere but my privates, armpits and feet and I feel and look clean and smell good according to many people. A water rinse/rub is more than enough for most of your body to stay clean, especially your arms and legs.
In fact, if you are in such discomfort, I’d stop using soap, period. ‘Natural’ soaps are better than detergents (sodium lauryl/laureth sulfate) found in bodywashes, etc but I still find they are WAY too drying for me to use on my problem areas. Try switching to an oil-based ‘cream cleanser’ or some such.
I also use manual exfoliation to keep myself clean without drying my skin out, (I have one of those Asian nylon exfoliating clothes) since I have a mild version of my father’s problem and dead skin ‘sticks’ to me.
Every time you wet your skin, moisturize!
Every day before bed, moisturize! If your hands or feet are problem areas, lube them up and then put on gloves or socks to really let it soak in overnight.
Re: moisturizers. Oils are good, but oil alone leaves me itchy and dry. Those of us with REALLY dry skin need moisturizers with plenty of humectants, which help the skin retain water.
You need to find lotions and creams that work for you. I know it’s not cheap, but keep on trying new ones, and use a variety of those that you find work for you. Some lotions just do not work for me AT ALL. Others leave my skin feeling contented for hours…