Hi - I know how frustrated you must be as I went through this ordeal with Grace a year or so ago. Grace broke out in to HIVES all over her body and we suffered through that for months before I insisted to the vet that I was going to go see an allergist. Yes, it was expensive, but after all of the vet visits, the prednasone (which I hated for her), etc., it certainly wound up being MUCH less expensive. Most importantly, she's not suffering anymore.
After the allergy tests we discovered that Grace is allergic to "Johnson Grass" - which is pretty much the most common grass there is (which, by the way, I insisted when she was a puppy she was allergic to because she always incessantly licked and chewed her paws whenever she came back in from outside!). Ragweed is another. household mold - which you'll never get rid of - is another. and Fly dander of all things - like I live in a sewer?? - ugh.
I give Grace her allergy shot (believe me, it's no big deal and I am NOT one who likes needles/shots!) once every 3 weeks and she has never, ever had an allergy problem again. If you can swing it, I highly recommend a great canine allergist.
Good luck to you - I know how frustrated you must be!