Although many people with lupus complain of itching, it isn't regarded as a symptom or even a sign of lupus. All the same it's worth mentioning to your doctors as it is sometimes a well known symptom of some diseases. It is mentioned as associated with Sjogren's which many of us have as an overlap with lupus to a greater or lesser extent. It can be associated with thyroid conditions and anemia too.
Of course all the usual external causes would have to be excluded, not using hot water very mild toiletries, detergents or softeners and keeping skin very well moisturised and so on.