First, welcome to YT!
Second, Beneful is one the absolute WORST foods out there, next to Ol'Roy. Pleae look at some of the threads in the health and diet section and read up about good foods and nutrition. Putting him on a good food will do a lot to keep your baby healthy and may even help his itching.
Third, dogs can develop an allergy to all grains including oatmeal. I know this is supposed to be a skin soothing remedy, but you might stop using this shampoo for a while & see if Max improves.
Finally, has your vet done any allergy testing?
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He is your friend, your partner, your defender, your dog. You are his life, his love, his leader. He will be yours, faithful and true, to the last beat of his heart. You owe it to him to be worthy of such devotion. -- Author Unknown