We could never really second guess a vet, first; most of us aren't vets, and second; a diagnosis on a internet forum board .. well
A second opinion from another vet is certainly logical (more expense..sigh)
What you can do is make sure you are feeding well..it will certainly not hurt to feed a limited protien diet made for allergy cases with seem quite previlent today. I have done a lot of research just recently for Maggie with regard to dry brands and came to conclusion of Natural Balance Limited Ingredient formulas .. reasonably priced mid/high range large bag about $80 CAN.. but you should first have a vet help you get it under control as feed will take some time to curb IF food allergy is the culprit.
Unless your dog is herding sheep in the outback the above will provide all the energy protien for most dogs.