Welcome to YT. I am sorry to hear you are dealing with this with your new puppy. If you don't feel the medication is working, you should go back to your vet, or consult a second opinion. Mange can be a frustrating problem. I am including a link that I think is a good one for you. Also, there are several threads about Demodex that may help you as well, so you can do a search and you should find them. Good luck with your new baby.
Canine Demodectic (Demodex) Mange ~ Pawprints and Purrs, Inc.