Cushing's can be a tough disease to diagnose sometimes. There are 2 typical tests that we can do to diagnose it--the low-dose dexamethasone stimulation and the ACTH stim. It is not uncommon for one test to be inconclusive and the other test have to be done. Sometimes both tests are inconclusive and yet another, newer test be run. But glad that you persevered and finally got the diagnosis. Did you discuss the different treatments available for dogs with Cushings? I have to say, ketoconazole isn't the treatment of choice as it can be very expensive for large dogs and may not be as effective as the other drugs.
As far as the appetite and diet, there really is no specific diet for Cushing's. I would recommend a low calorie, high fiber food, in hopes of decreasing the calories he is eating and helping keep him full. The excess steroids he is producing is making him hungry all the time, so measure out his dog food and then giving him lots of vegetables (carrots, green beans, etc) and 94% fat-free popcorn to help keep him feeling full. Apples are ok, but high in fruit sugar, so vegetables would be a better choice.
The gas could be just from eating a lot of food or from eating too quickly. It may also be a sensitivity to the Pedigree--you might try switching to a different brand and see if that helps. If you want to stick with grocery store brands, I would try the Iams light, Beneful light, etc. There are Prescription weight loss diets that might be helpful, but they are more expensive.
The breathing problems are likely due to the excessive weight. Not much else you can do about that, but try to slim him down. And that is hard with Cushing's dogs. Increasing his exercise might help. If you have a treadmill at home, maybe you can train him to walk on that.
If your vet hasn't discussed using lysodren (also called mitotane or op'DDD) as a treatment instead of the ketoconazole, I would highly recommend asking about it. While the ketoconazole is a safer drug, I'm not sure it is very effective in your dog. The lysodren will require more ACTH stim tests to be done to see if the Cushing's is under control and to start on maintenance dose, but once things seem to be going well and your dog is feeling good, doing the ACTH stim every 6 months should be sufficient.
Here is more information:http://www.VeterinaryPartner.com/Content.plx?P=A&A=637.
Please let me know if you have other questions--I'm not sure I found all the questions in your original message!