Different antihistamines work different in different dogs. There are quite a few and I would look for another.
I would also ask for a referral to a Dermatologist and get allergy testing done. They can them work up an allergy shot that may lessen his symptoms.
As for steroid injections, I would shy away from them as in the long run can cause diabetes or other endocrine disorders. But there is a pill with a very mild amount of steroid, called Temaril P. It may work in low doses.
I would also start him on a fish oil supplement. They have been shown to be great for the skin and have anti inflammatory properties.
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