I am pregnant in 32 week, diagnosed with cholestasis of pregnancy after severe bloody itching. I am under ursofalk tab.
Now all reading of liver function within normal range. When should I delivered and when I should starting dexamethasone?

Those are all choices your local doctor needs to discuss with you. He will know your complete medical history and is not anyone online, that does not know the case would even guess at

The question is why are you asking these questions online, and not trusting your doctor?
Is the dexamethasone (a steroid) for the severe itching?
It is Class C for pregnancy, meaning risk cannot be ruled out.

Dexamethasone is one of the medications used in pregnancy, up to 34 weeks gestation, to promote fetal lung growth if preterm delivery is expected. Betamethasone is the other medication used for this purpose.

Have you tried Benadryl?