rare hairless dog has skin allergies

Question
I have a 5 year old american hairless terrier.  He wears clothing year round because otherwise he would have no skin left.  When he was a year old we noticed he was really itching a lot around his neck and shoulders.  He also started biting his feet and tail.  He eventually chewed off the tail end and had to have it amputated at 10 months old.  (He has never chewed anything else but himself.) Our vet started giving him a allegy shot and that seem to work for several months at a time.  Now goes he into the vet almost every 4 weeks for a shot.  We have changed laundry soaps, covered the furniture, changed to physcription food.  No snacks or chewsticks.  I give him a bath about every two weeks with oatmeal shampoo.
Our AHT has now developed "blackheads" on his legs and the vet says this is another skin condition.  I've been told these allergy shots could shorten his life causing liver problems.  Have you ever seen anything like this in other hairless dogs?  This is such a rare condition I don't know what else to do.  We may do an expensive allergy test later in the spring but then he will have daily medications to take for the rest of his life. What can we change to get him to be comfortable?  

Answer
In addition to the steroid therapy, bathe him twice a week.  Add Omega3 fatty acids to his diet each day.  You might also try Atopica, a new drug for skin allergies. Ask your vet about these. Skin testing would be good, but it takes a year or so for the allergy shots to start working.  Many dogs with allergies also have skin infections, either with bacteria or yeasts.