I used to have Roccy on Royal Canin - Yorkshire Terrier. I got some advice from other dog owners that Royal Canin isn't that great as far as foods go and that you are paying a pretty premium price for not so great food.
I have been to the dog food analysis site
Dog Food Analysis - Reviews of kibble and after reading there have had my dog on Evo, Innova and Orijen. He liked them all (he also liked Royal Canin). You can maybe look at the dog food analysis site for some ideas on dog food catered to dogs with allergies, I am not sure.
I don't have direct experience with allergies but you could try cutting some things out to see if it makes a difference - but I would do one at a time so you will know what makes a difference.