I would direct that question to the vet that prescribed the alergy injections.
Benadryl sounds like skin alergies. My golden retriever had severe skin allergies and our vet put her on a dog food called "Evo" (link below) that is all natural. In about a month it cleared up and she now has a beautiful coat and doesn't scratch at all. We get it at a store called Care-A-Lot, don't know if it's a chain or not.
If you try it, over a week, gradually blend it in with the current food until it's 100% Evo, otherwise the dog may get diarrhea.
http://www.naturapet.com/brands/evo.asp