Like everybody said, it would be best to have him checked over by your vet again. One of my Border Collies had a terrible itch problem a couple of years ago. He was treated for fleas, mites and then a York test was done which showed that he was not allergic to anything. Meanwhile the itching went on. He was on very expensive drugs and I was worried that he would have to live with this problem. Then one day we bumped into someone on the walk whose dog had started scratching after swimming in a pond. Well, this was our dog's favourite spot. He swam there every day and there must have been something in the water that casued the itching. Once we knew what it was we stopped the tablets and walked another way so that the pond could be avoided. Could it be something your dog comes across on his walkies???

The vet is pretty sure it's a food allergy so we're trying that. I will avoid the beach for a bit and see if maybe it's sand fleas.