Most people don't realize that inhalant allergies are far more common than food allergies. Lady has both now, but only had inhalant allergies for years. She gets Zyrtec for seasonal allergies.
Have you tried fatty acids (fish oil) for her allergies? My vet suggested I give it to Lady and it really helped a lot. It boosts their immune system and is very effective. I give Lady 3V caps.
Here's some information:
http://www.peteducation.com/article.cfm?articleid=666