My Dalmatian started getting itchy skin just before he was a year old. He would chew his feet raw, scratch and lick his undercarriage, scratch under his 'arms' till they bled and constantly itch his smelly ears. First vet I went to wanted to give steroids. Dalmatians are a breed that can be prone to something called Demodectic mange. All dogs carry the demodex mite but it only becomes problematic when the immune system is compromised, so its a defect that Dalmatians immune system can be compromised rather than they have more mites. Steroids would have compromised his immune system. They are never a great idea long term for any dog.
Skin specialist vet was fab. Did skin scrapings from his worse areas to check for mites etc, also when they showed nothing did some deeper skin biopsies as scrapings can often not show anything. Put him on antibiotics - once an infection sets in it will then make the dog itch more and more. He was alwasy treated for up to 5 weeks on ab's. A weeks course is rarely long enough to get rid of the infection. Your dog might need a course to get rid of current infection. By infection I don't mean open, weeping wounds or anything, but often, wet, smelly damp skin with some areas looking more red and raw. I had to wash him weekly in Malaseb, concentrating between his toes. Ear infection also treated, ear infections are a common secondary problem in skin problems.
Once all the issues were treated we had to try and find the cause. He went on an exclusion diet of fish and potato for weeks (fresh cooked, not dried food). Apparently these days some dogs are allergic to chicken, think its more what is put into the chickens that is the reason. No improvement from him with diet. As I said before Burns do a great range of foods, I would have a look at them. He was put on fatty acid supplement which he had for the rest of his life - has the same benefits to dogs as us and can help improve the skin in general. We tried antihistamines but not very successfully. They don't work as well in dogs as humans. Some improve with them, others don't. He was much worse when he was near carpets, we had wooden floors and leather furniture (I kid you not ) he itched like mad when he went to our friends with carpet. Some of this helped to keep it under control but when it flared up it was not nice for him. Also had to clean his ears regularly and use drops the minute they started smelling.
Didn't really improve greatly so had him allergy tested. This showed up he was allergic to house dust mites (most common obviously) and bark and some types of grassses. We then had him desensitised to house dust mites. Weekly injections then monthly which DH used to do. All of this is over the course of several years. He improved loads after the desensitising but we still kept all the other things going. Washing, regular flea treatment, washing bedding in non bio, no fabric conditioner, washing it regularly at over 60 degrees. Long term he was fine, and in his later years he hardly had a problem - see picture on my profile. When he was young he looked 'pink' most of the time. Sadly he died last year aged 11.6. We miss him so much .
Unfortunately it really is a long haul with a dog with a chronic skin problem. We were strict with his diet, never gave him any treats that had colourings or anything in, had to keep on top of ear cleaning etc. It all cost a fortune as well, he was insured so insurance paid for tests etc but it was really costly.
All the links I have are breed specific to Dalmatians. Will see if I can find anything else. If your dog is insured I would try and get a referral to a skin specialist. If by any chance you leave near me (SE London) there is one local to us. If not I could probably find out from Dalmatian friends of any in your area.