You could try Trish's trick of mixing bicarb soda with some water to make a paste and put it on her hair, then comb through when wet and wash out. Do that a few nights until its gone.
LOL, thanks for giving me the credit AliBaby! It was my MCHN who gave me this suggestion when DS1 was a bub. It also works well on eczema which is probably why it helped your DD's. My MCHN advised me to pour some bicarb into the bath when I told her DS2 had eczema, it really helps with dry skin. It's magic stuff and SO cheap!