Does anyone have advice on a dog with skin allergies?

I have a 4 year old Cairn terrier. He has bad skin allergies. A month ago we put him on pro plan food for sensitive skin with salmon in the food. He is also getting once a week fatty acid topic cream put on for his coat. The vet recommended that we shampoo once a week with selsun blue shampoo. Yesterday his eyes got really goopy and he had whelps all over his body. We took him to the vet first thing today and they put him on an antibiotic and he is taking benadryl the whelps went away but now they are back again a few hours later. I am so confused and stressed on how to solve his allergies? He means so much to our family, if anyone has any tips please share them.