Sorry to hear that Rex is uncomfortable, however I have worked out an answer for you below ...
Itchy dogs are the bane of any small animal vet's life and there are multiple causes but the usual situation is that if you exclude infectious skin diseases such as sarcoptic mange which your vet can easily do then you are often left with a diagnosis of atopic dermatitis, this is a form of allergic dermatitis. I am suspicious from your question that this is what is the underlying cause going on in your dog's case so I will tell you some more about it and what causes it ...
1. Some cases of atopy are due to an allergy to a small protein in the saliva of the flea which the flea passes when it bites. Stringent flea control is a must not only on your dog but in the house as well. Where a dog is hypersensitive only a couple of bites may be enough to trigger a massive skin reaction, it is good practice to really control fleas properly whatever skin condition your dog is suffering from but especially atopy cases. Often the number of fleas are so low that the owner is not aware of them.
2. It can also be an allergy to components of the diet so consider a prescription hypo-allergenic diet, your vet will advise and will stock these but you can also get them from better pet stores. If you go down this road your dog will have to be fed only this and water and it may take six weeks for this approach to show any signs of success. I have known this to be very effective but you must obtain the correct type of diet, self formulated ones are rarely successful in my experience.
3. Other allergies are more difficult to deal with such as to pollen or house dust mites, because you can never get rid of the actual allergen these dogs can be maintained on a variety of drugs such as antihistamines steroids or atopica. If this is the category of disease you are dealing with then if you stop the drugs the disease will often come straight back so often a low maintenance dose is given once symptoms have been controlled. Antibiotics and antifungal drugs may also be needed in the early stages because of secondary infections. Medicated washes such as Malaseb used say twice a week are especially useful to reduce secondary infections.
In reply to you regarding " Reading about antihistamines " : Many owners use over the counter antihistamines such as Benadryl as part of the treatment protocol for this disease, I will give you a link to an accurate article which covers how this drug is used in dogs including dose rates : LINK
4. There is a body of evidence that evening primrose oil is effective in reducing the symptoms of atopy in the dog, this normally has to be given in conjunction with other measures and again it is given every day.
4. Other treatment for skin allergies are possible such as desensitisation. While atopy is the most likely diagnosis be aware that there are other possibilities so sometime further diagnostic test such as skin biopsy can be useful.
Also I should be available online for you the next four or five hours today so please do not hesitate to get straight back to me if you would like to talk things over with me further.
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