Is the RBC count below normal, or just lower but still in the normal range? If it's still normal, it may not be significant.
It might be something like injury to the spine--the steroids bring down the inflammation and the symptoms improved, but without the drugs, the inflammation recurs. Anything that puts pressure on the nerves can cause lameness...steroids will help if the pressure is being caused by inflammation.
Have you tried another course of doxycycline for the Lyme's? Sometimes it's hard to kick. We have a dog with chronic Lyme's and she needs occasional doxy for flare-ups. She shows some lameness when she's having a flare-up, although nothing near as severe as what your dog is experiencing. Dogs often get more than one tick-borne disease at a time, too--has your dog had an anaplasmosis screening?
I hope you get a diagnosis soon, lagatha, and your dog recovers quickly