A dog named mini-Cooper

I adopted a nine-year-old Westie last year that has had skin outbreaks continually! Vet visit after vet visit and a change of his food. Nothing seems to be a cure for this little guy and I am about to give up! This outbreak is so bad that he has lost most of his hair now! What kind of food does he need? I use oatmeal shampoo on him as the ones from the vet seem to break him out even more. Please help! 
The fact that you have already tried several hypoallergenic diets with no improvement suggests that food hypersensitivity is not the cause of your Westie’s allergies or that there may be concurrent pruritic dermatoses in addition to food hypersensitivity. Other common causes of allergies in dogs are canine atopy and flea bite hypersensitivity and these should be ruled out since diet changes are not helping. West Highland Terriers have a known tendency towards canine atopy.  Read more at Cesarsway.com! http://www.cesarsway.com/askthevet/skincare/Remedies-for-Skin-and-Coat-Issues