If his skin is turning yellow then he is likely in severe liver failure. I would get him to the vet and have some blood work run. This can happen in dogs with Cushing's who are left untreated or undertreated. There are medications or treatments to help improve liver function but his numbers are likely seriously high if he is jaudiced and he will need to be placed on IV fluids and antibiotics.
The supplements to help improve liver function are sAME and Milk thistle. You can get this from your vet it is called Denamarin.
Theresa
A Voice for Your Pet
15 years experience in small animal medicine