Our dog suffers from severe allergies. It started with the same red bumps and itching you talked about and just seemed to get worse for our poor dog. She is allergic to four different types of grass, three different trees, dust, and cats and some other things that slip my mind right now. We had to get a dermatologist for her...her allergies were causing staph infections and that medication was costing us more than the serum made by her dermatologist. Besides that all the steroids constantly were not good for her heart.
But you are right allergy tests are expensive!!
Even with her weekly allergy shot, we have to do more for her. During high allergy season, or when she seems extra itchy and miserable, we give her benadryl. The exact same stuff for humans, in fact I always get the generic off brand. I think the doseage is supposed to be one benadryl for every 25 lbs. Our lab is 100lbs and we give her 4 benadryl. These make her very sleepy, so we only do it in the evenings. I would double check with your vet on how much to give the dog. Our old vet and new vet both suggested the benedryl, so I think it is common treatment. It does seem to help quite a bit, even during the day when she hasn't just had the medicine.
Fish oil caps are also supposed to help. They condition the skin and the coat and helps defend against allergens.
And this one is something new we have added to her treatment. Our new vet recommended it to us, because our dog is always getting yeast infections in her skin due to allergies. Our vet said that for dogs that are prone to yeast skin infections, she does dilute vinegar rinses on them once weekly which will help the skin pH to prevent yeast infections. Once she bathes the dog and rinses the shampoo (I usually use an oatmeal shampoo), she dilutes white vinegar (one part vinegar to 3 part cool water) and she pours it on the pet and allows the pet to air dry. She said they may smell like pickle until they dry, but then you barely notice it. And after our dog dries, we haven't noticed it at all.
Your vet can also prescribe some sprays that help alleviate itching. They are not terribly expensive and often help keep scratches and sores clean.
And sometimes we resort to distraction, so she can get some relief. We will take her swimming, for a walk or give her a cow bone. She gets excited about these things and seems to "forget" her discomfort if even for only a little bit.
Believe it or not, these treatments have helped a lot! During the cooler months, we almost forget she has allergies. And she hasn't suffered from a staph infection or yeast infection in quite a while.
Hope this helps. Good luck!