Does a search warrent have to be signed by a judge to be legal?

Sometimes, a search warrant isn't actually "signed," at least not when it's issued, because it's done over the telephone, and that's not unusual these days.  However, there does have to be a judge involved, and the judge does have to approve the search warrant, or it isn't one.

If you are subjected to an unlawful search, it's possible that you can sue the Kentucky State Police, for violation of your civil rights.  You'd bring the case under 42 U.S.C. sec. 1983, and that could be heard either in your local Kentucky court or in the U.S. District Court.

I'd recommend having a lawyer handle the case, if there is one.  Section 1983 has a very large body of case law interpreting it, and there are many complex legal issues that can come up.  Under 42 U.S.C. sec. 1988, if you win, you can also get legal fees, so you don't need to be able to afford a lawyer.  If you still can't find a lawyer who will take the case, that should tell you something.