This definitely sounds like candida.
Itchy anus is caused by the presence of candida there. You need to use an antifungal - a natural one like garlic or grapefruit seed extract or a chemical one like nystatin.
For itchy anus, I would insert an entire garlic clove in the anus and put another one each time it would come out, and this until the itch is over. Oral antifungal will help stabilize the situation.
Exercise is fantastic so is hot sauna or steam room or detox bath: anything that makes you sweat. Candida hates it when your body gets warm and proliferates when it gets cold.
Once you have the diet under control, you should get started on the Psyllium and Bentonite
Here is how to:
FOr Brain fog, lemon grass helps a lot
Hope this helps