What are these signs of and what can we do about it? Allergy or behavioral? (sorry long)

Blah, I am worried.
 
Cooper is having another go round with the itchy stuff. With a slightly different manifestation this time around.
 
He is licking his paws as before. Back paws only, in between his middle toes. They are bright red, hairless and sometimes bleed.
 
His inner ears are bright red too, seems like they are worse in the evening (?) (this is new)
 
He is William M. Butt-licker (office reference). Licking his anus like crazy (eww, gross). It is cracked and bleeding on occasion. (this is new)
 
Eating is fine. Stools are fine. Energy level seems fine.
 
We switch him from Blue Buffalo Fish and Potato to Costco brand Fish and Potato about 2 months ago. He was better (maybe?) on the BB. We are having a big, big spring in the south, and I know he has outdoor allergies too. 
 
Benadryl seems to help which is what the vet recommended. Makes me think it is an allergy to his food or the environment (or both?)
 
Also seems behavioral. He licks as his 'getting settled and going to bed routine' if I put my hand over his foot when he is going to bed he licks my hand and then settles into sleep.
 
What can I do to help him?

Bath every week? We have a medicated shampoo.
Wipe his paws after being outside?
Switch his food again?
Give him a kong to lick at bedtime?
Supplements I can try?
Is the allergies? Or behavioral? Is there a problem with his anal glands? Does he have an ear infection?
 
I realize you guys are not vets, but we have been to our vet 3x for this and they don't seem that interested in helping him. I don't get the impression they deal with allergies much/at all.
 
Would love to hear thoughts and comments from those of you who have been through the dog allergy cycle. What you have tried and what worked and what didn't.
Thank you!