Have you checked he's not suffereing from harvest mites? Look between his tooties and if you can see tiny orange/red specs like bites he could be. If so a spray of frontline on his feet once a week will get rid. I only say this as Blue/Coco have both had major skin problems recently and my vet said a lot of it stems from an allergic reaction to these bleddy bites.
Think I would just use lukewarm water on him to see if that helped first. Just a thought have you tried piriton? Dylan was very very itchy and am now giving him half a piriton tablet a day and the itching has improved dramatically. Also got him on sardines or mackeral or pilchards twice a week.
I did talk to my vet about allergy testing - have you had that done? My vet wants £650 to do it!!! But it seems that different vets have different prices.
Good luck anyway and I hope things get sorted for you soon.
Have look at the ingredients in the shampoo Julie.
A lot of shampoos have Sodium Lauryl Sulphates in (it's what makes them foam) and this can cause skin irritations in sensitive dogs. I know I can't bath my Pood in anything with that in, as she scratches and scratches and gets flakey skin if I do, even if I do rinse it off thoroughly.