I had the same trouble with Remicade, Enbrel and Humira, which I also took for AS. My doctor tried to premedicate me, which is giving a person antihistimines and/or steroids before the injection,like you are doing. For me, this only helped for a couple shots, and then didn't work anymore. I guess that sometimes the proteins can just make you itch without it necessarily being an allergy, but mine always turned out to lead to more allergic symptoms. And it just is so unpleasant to itch all over!
I just got taken off Enbrel today and put on steroids, because I just can't take anything else for AS (I'm allergic to all NSAIDs, too).
Tho tonite I tried a prednisone and made the discovery that you really shouldn't take it if you are allergic to milk. I am having quite the allergic reaction here. All the other times I took prednisone were before I got allergic to milk. But anyhoo.
Your doctor may want you to try steroids to help the reaction, like mine did, and still keep you on Enbrel. As for other options, there is methotrexate and there are steroids. Methotrexate has really messed up my kidneys and liver, so I can't take it. It's a brutal medicine, but AS is a nasty disease, so your doctor may consider it. Other than that, there's steroids and then those rather useless NSAIDs.
I have read that there are a couple newer drugs being tested for RA that seem to work on AS too. I hope hope hope that they get approved by the FDA for AS, so the insurances will cover them!
It's kinda weird that someone with the same trouble and the same disease as me posted here, and I thought to check this site even tho I've been away for a long time. Maybe it happened so both of us know we're not alone