Cocker Spaniel smelly oily skin

Question
I have a 4yr old neutered male cocker spaniel, he constantly licks and chews on his paws and within a day of having a bath he smells like a dirty vacuum cleaner bag.  I've also noticed that his coat feels kind of oily. I've had cockers for some time now and my last male had the exact same problem, I took him to my vet and they did an allergy test where they sent his blood off to a lab to see what he was allergic to, I was told he was allergic to grasses, etc and had to give him allergy shots. Well, I spent a small fortune and it never helped. After that experience I am hesitant to take this dog to my vet, I have tried to locate a veterinary dermatologist but the only ones in Alabama are at the Auburn University and you have to be referred by your vet. Any suggestions or help you can give will be greatly appreciated.  

In case you need this info:
Food: Nature's Recipe Vegetarian Formula (We have also tried Venison & Brown Rice for several months)
K-9 Advantix for Flea control and Heartworm prevention
Shampoo - DermaPet MalAcetic Shampoo (bathed once a week)
(recently switched to this shampoo in hopes it would help but it doesn't seem to make any real difference,was using Kelco)
Primarily indoor dog
Feet licking started at about 1 year of age and has progressively gotten worse.
Smell and oily coat started about a year ago

Please let me know if I can give you any further information.

Many Thanks,
Pam

Answer
First of all, thank you for the detailed information.  You're very organized and that really helps.

Yes, I can help.

At 4 years the FIRST thing a good vet should have done was run a thyroid panel.  No big deal for your dog - it's just a blood test.
The important thing is where it's sent for analysis and that has to be either Antech in NY or Michigan State University.

To do this - just call around and ask any vet office where they send their thyroid testing until you get the right answer.

Allergy blood tests can be helpful but are notoriously inaccurate and the shots "can" help but often don't.

Food allergies are the culprit only about 5% of the time.  I'd get your dog on Innova EVO (no grains).  

Here's what a vet Dermatologist would do:

1.  Test thyroid
2.  Put dog on a course of Vitamin A for 8 weeks
3.  Address any actual infection with appropriate antibiotic
4.  Instruct client on topical approaches

Pam, I suggest you write me directly and I'll fill in the details and give you specific instruction.  DeeBeck7765@aol.com

You're lucky the vet didn't do what they usually do and start pumping the dog full of steroids.
Delores