yes, keep taking everything, and yes, it is die-off. The itching especially is a common symptom.
Now, don't stop there! The threelac alone won't be enough to restore you back to health. You must research into Liver Flushes and strengthening your liver, as the candida really really weaken it, and it becomes a vicious cycle - weak liver due to candida, candida overgrowth due to weak liver. The Liver Flush Forum has tons of good info on that. :)
Bowel cleansing is also very important.
And altho Threelac would have you believe that you don't need to change your diet, most people find that they still do have to do some diet management. At the very least you ought to avoid refined sugars and dairy.