Little baby socks work fine with the feet cut out. I just spray the sock with some bitter apple to keep the dog from chewing the sock off.
The Hydrocortizone creme sounds like an idea to me! Some dogs really respond to it, some don't. We have one that doesn't respond to it.
We have an older heeler that developed an allergy last summer. We, as well as our vet, have tried everything, Prednisone, Dexamethasone, Hydrocortizone creme, Benedryl, other brand of antihistimines, dips, baths etc... ---- none of them have worked. We are still trying different things. She is much better this year than she was last year. This year we are bathing her in an Oatmeal shampoo with Tea Tree oil added. It seems to alleve the itching for about 2 days.