[Ellie May]

Well, I would start with the vet.
There are over 500 things that could make a dog itchy, so havng an exam is a good idea.
It can take 60 days for a food allergy to resolve after stopping the food, so it is still way too early to tell.
Antihistamines are a good starting place. If Benadryl doesn't work, you can use Claritin or Zyrtec if your vet approves it.
Steroid injections will work if it is allergies, but they are not healthy and there ay be better options. If it is an environmental allergy, Atopica may be a good choice.

However, it may not be allergies at all.
Mites, fleas, thyroid problems, yeast, infection, etc.