Hi
Please read up on hay mites, chirodiscoides caviae (NOT mange mites which burrow their eggs into the increasingly inflamed skin), which fix their tiny egg cases to the hairs, especially at the bum end.
Deep clean the cage and throw away your hay - that is what they usually come with.
Cut off any hairs that have eggs; check the whole body since they prefer the underlayers of hair and can spread further as they take off
The hair cutting removes lots of mites-to-be that you do not have to treat chemically and that can't multiply on the body. The hair will grow back within a month or so, even in short-haired piggies. It may be radical, but it is quite effective as it does stop them in their tracks for a short while you organise the medical treatment, which doesn't just consist and never should just consist of one shampoo. If it is gorgeous guinea shampoo, then it is not necessarily effective on its own anyway.
Please read for more tips and alternative options:
New Guinea Pig Problems: Sexing & Pregnancy; URI, Ringworm & Parasites; Vet Checks & Customer Rights
Please accept that we have much stricter rules re. home treatment on spec here in the UK and that you should always see a vet for a diagnosis. Treating wrongly on spec can really increase and prolong any unncessary suffering.