If it's a seasonal allergy and the Benadryl and shampoo is not giving her enough relief, you need to talk to your vet about what your other options are. Often a course of prednisone can really help with the itch, but it is not a good long-term solution (lots of side effects). Please understand that if there is something in the environment that she is allergic to and is making her itchy, she will have symptoms as long as she is exposed to it. Seasonal allergies tend to be things like grass pollens, tree pollens, etc and it doesn't matter how much she is kept inside. Often these dogs can be allergic to dust mites, food ingredients, etc. as well.
Long-term many dogs can be helped with having allergy testing done, and then possibly allergy shots, similar to what people take, to "train" their immune system not to react so strongly to the real thing. Another medication, called cyclosporine, can help too. Adding an omega-3 fatty acid supplement can help too. Many of these dogs have staph bacterial infections and/or yeast infections of the skin that compound the itching, so those need to be treated as well. I recommend monthly applications of Frontline just to be certain that fleas are not a factor - these dogs can be hypersensitive to fleas too and just 1 bite is enough to make them itch like crazy. I would not start messing around with her diet just yet, unless it's really a year-round thing. And just giving her "fat", like one poster suggested, is not the same as "omega-3 fatty acids", like from a fish oil capsule. Giving her straight fat from butter or meat can actually make her very sick, and cause pancreatitis. The vet should also make sure she doesn't actually have a skin mite infection (i.e. mange) that can cause intense itching as well.
If you have not had her seen at the vet recently for this, it's time for an appointment. And if all the vet has recommended has been Benadryl, shampoos and the e-collar, it's time for another opinion. You might want to even consider seeing a veterinary dermatologist who can better diagnose your dog and come up with a treatment plan. Allergies can get worse over time if they are not addressed adequately and there is no reason for your dog to keep being miserable. If you think of allergies as a chronic hypersensitivity of her immune system, that might help make it easier to understand how we sometimes have to deal with them. Good luck, I hope your dog gets some relief soon!
ETA: One word about food allergies too: typically it is specific ingredients in the food, and simply switching brands does not help, if it contains any amount of anything that she's been eating already. Vets usually carry foods with "novel" ingredients that the dog has usually not been exposed to yet, and therefore cannot be allergic to - i.e. duck, venison, potato, etc. That can be something to consider once she's been back to the vet, but you have to be very strict about it - it's all she is allowed to eat, and not a crumb of anything else!