We just dont know what to do about this itching

 Please help,we have a jack Russell that is rubbing and scratching his hair off down to raw skin.We have been to the vet they gave him shots we have give him Benadryl sprayed him with Benadryl.we have put every cream you can think of on him, nothing has worked.we changed his dogfood three times.is there anything we can do?

I have a tenterfield terrier that had similar problems he has a grass allergy and I use predisolone a cortisone based tablet and it seems to work.