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I can understand your problem. You might be having a problem in uterus called fibroid or local lesion in the vulva , vagina and cervix . you must get appointment with a Gynaecologist, where the doctor will be able to examine your genitals and find out the underlying problem causing heavy bleeding. The physician might also ask for a ultrasound abdomen to rule out fibroid in the uterus. I would also recommend you to go for a PAP smear. This can rule out any cervical lesion causing itching and burning sensation around the vagina.
Hope this helps.