Welcome to the forum, Cliff.
If you've only been on the shots for a couple of months, are you up to your top dose already? It took me several months to find my highest tolerable dose.
Also, it's pollen and bug season now. Your immune system may not be ramped up enough to handle the onslaught of spring allergens. You might need a different antihistamine and some bug spray. I'd ask the allergist! Benadryl puts me to sleep.
And, you may not have identified all your allergens. I presume you had the usual skin pricks. The blood tests aren't very accurate yet, so not much use spending a lot of money on those. But how about allergies and sensitivities for which there are no tests? Lots of foods are in that category.
For my food sensitivities. my allergist had me keep a food journal. I had to wrote down everything I ate and drank, the day and time, and reactions, especially within a couple of hours, although I found at least one medicine that hit me after 8 hours, and people with sulfite-triggered migraines may not react until 2 days later.
Don't give up. Jeep seeing your allergist, and Best Wishes.