constant scratching, oily skin

Question
I have 2 wire fox terriers that are littermates. While one is relatively normal(Pokey), the other (Mollie) has had severe skin problems for the two years that we have had her. Her skin is very, very oily and it smells even after washing her. We've sent her to a dog dermatologist in Cary, NC but not much came out of those visits other than a few thousand dollars and no information. The vet gave her some itching medicines because she tends to scratch herself raw and continually has a raised red rash all over her stomach, hind legs and armpits. She also suffers from ear infections regularly, which are brought to our attention by Pokey licking Mollie's ears (I guess she is more in tune to mollie's health than any human could be!) It's painful to see such a young dog suffer so much. We've changed her diet numerous times and nothing seems to work. We've had her allergies tested and she's not allergic to anything. Also, other than the severe scratching and oily skin, she also makes a wheezing sound sometimes when she breathes. Our vet seems to not care, or not want to deal with her. I'm just wondering if there is anything else to do. I'm almost at a loss of what to do because no shampoo, no diet, and no topical creams or sprays seem to alleviate her symptoms.

I'd really appreciate some feedback because she's a sweet dog, she just needs some help. Thanks so much.

Answer
Since I don't have a good idea, perhaps I should have left this in the question pool.  The different diets did include a couple of different commercial chows?  Contrary to what you may read, most dogs do fine on them.  Have you talked to the breeder?  Such problems may run in her line.  The breeder should at least know about the problem in order to avoid future problems.  An ethical breeder tries to breed around such problems.  

Have you tried letting her go without a bath for a month or more?  She could be producing excess oil in response to her skin being irritated by the shampoo.  

Do you brush her with a soft bristled brush?  I find brushing eliminates the need for baths.