Am I shaving down there the wrong way?

Whenever I shave, it seems like something HAS to go wrong. I either itch really bad and I end up scratching it cuz it's so unbearable that I start bleeding/scarring. It gets to the point where it even hurts to walk cuz I've already cut myself. I either get that or really bad ingrown hairs that are super painful. I've been told that it means it's infected but I don't see how that could happen when I exfoliate everyday with a nonfragrance soap.

Should I try waxing instead of shaving? I need some advice pls :(