No, I don't know of an alternative...and believe me, I've tried them all!! OTC meds almost never work on dog allergies either, btw.
For hair loss, you absolutely must see a vet - need to check thyroid levels for sure and also rule out Cushings by doing the Cortisol-Creatinine Ratio Urine Test.
For allergies, read this entire thread:
http://www.yorkietalk.com/forums/die...tart-here.html