I can relate to what your going through. My dog Furby has fairly severe allergies... I did an allergy panel on him a few weeks ago and he is allergic to three food allergens (beef - incl. bison, chicken, and rice), and about ten environmental allergens. Oi!
I switched to raw about 5-6 months ago and it has helped tremendously. Almost instantly, his chronic ear infections disappeared. Like you I have tried shampoos, sprays, vet food, steroids etc. with no luck.
I was feeding him mainly novel proteins (i.e. bison, rabbit, deer, duck etc), with a fair bit of luck. Now that I know for certain what he is allergic to I have cut out the bison and am sticking to what I know for a fact he is not allergic to: lamb, rabbit, turkey etc. based on the panel results.
Have you heard of the allergy med called Atopica? I have not used it, and would like to hear other's experiences with it (I have a thread posted right now hoping to get some feedback), but apparently it is supposed to work quite well, although I think it is fairly expensive. Might be worth talking about with your vet. It's not a steroid, which is a plus.
I am still working on combating Furby's environmental allergies. I know the lab I had the panel done at, will create specific injections for what he is allergic to that will desensitize him over time to what he is allergic to (like a vaccine for humans). It costs about $20/month. Have you looked into something like this for your pup?
Best of luck. Feel free to PM me if you have any more Q's. I have become quite the allergy know all with my pup haha!