Have you tried changing her food? What about her shampoo? We switched to a non fragrance laundry soap for my son's allergies; it has helped his sleeping at night, but we figured it was better for Bailey's bedding also.
Try putting her on a bland diet of boiled white meat chicken and white rice for a few days (2 parts rice to 1 part chicken) Our dog is 5lbs and I give her 1/2 cup in the morning and 1/2 cup in the evening & see if there are any changes in her skin.
My friend has Chihauas and one of them is allergic to dust mites so she has to vacume and dust quite often, she also washes their bedding in hot water using non fragrance laundry soap.
I would just try a few different things until you figure out what her allergy trigger is.
I get kenalog shots for my allergies every 3 mo, and have been for years.
Do you have a natural pathic vet around you? My mom swears by them for her 3 bengal cats.
Good Luck!
Michele & Bailey