Bloating with anal itching and no weight gain despite a good diet is a classic combination for intestinal worms, and after that for gut bacterial overgrowth or lactose intolerance. Itching that is worse at night points strongly towards pinworm infestation. Malabsorption from either cause explains why the calories you eat are not turning into weight. All three are simple to treat once identified.
Next Steps
Take a single deworming dose and repeat it after 2 weeks, with the whole family treated together, and get stool routine plus CBC and
TSH done. Cut milk for 2 weeks to check for lactose intolerance, avoid aerated drinks and large late dinners. If bloating and weight remain unchanged after this, book a consult with me on Practo and we will test for bacterial overgrowth and celiac disease.