We have a dog with allergies (severe) and it is true that steroids can suppress the immune system (some for a long time, like Vetalog) and therefore complicate the situation.
We took our dog to a dermatologist 5 years ago and that really helped. We put her on Atopica (neoral solution) and changed her diet to a home cooked vegetarian diet. This really worked far better than any steroid or antihistamine every did.
Lots of luck to you, I know this stinks!
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