I tend to get a little grease in my hair and all around more sweaty on stimulants/coke which seem like it could cause some itchy feelings. Maybe your scalp is drying out for some reason? Not sure but weird side effect to hear about.
This kinda falls under a question that will only receive endless speculation. If you had a GC/MS/HPLC of the Coke then maybe, but we really have no idea what's in your coke.