Razor burn!

So I've always had pale sensitive skin and have always gotten razor burn unless I waited a good few days to shave. Is there a way to prevent this? I also get it on my legs sometimes. Although I think my one leg has exama bc it's really itchy. It just brings my self confidence down and it's really annoying. I practically bathe in coconut oil everyday and that makes it nicer to shave but as far as getting totally rid of it I can't find any relief. Any suggestions girls?