Personally I would stop changing the flea treatments just stick with one and if possible stop for a while as sometimes the flea treatments can cause problems.
In the mean time Quistel products are good at soothing and cooling the skin down here is the link:
http://www.quistel.com/information/index.php?page=groom-dog If you get the spray when itch starts give a good spray.
Sometimes in can be the most simple/unexpected thing that causes problems so let's start at the beginning to see if we can help you just now :)
How long has he been scratching?
Have you made any changes in your house e.g. different soap powder, changed his diet etc?
Has the manufacture recently changed food ingredients?
Has he had an upset stomach, gastroenteritis, hemorrhagic gastroenteritis before the itching started? I ask this as sometimes allergies can start after this due to the stomach wall lining leaking proteins.
For Westie's simple ingredients (a food with fewer ingredients in) with out additives, colours or preservatives, soya, maize etc work best for them, a lot of westies also have problems with beef - what food do you feed?
You can go down the route of allergy testing for food, flea's and pollens etc, it is costly but sometimes it can be the quicker route to find out what maybe causing the problem. Some vets say they don't believe in allergy testing for animals others do.
I must say I am so surprised that your vet has not done skin tests or any other number of test before starting on these treatements... Steroids do lower the immune system also surprised that your vet used them first, antibiotics can hide the symptoms lower the immune system then more often the problem returns, seems to be what has happened in your dog case.
You said you may seek a second opinion, If I was you I would find a vet that has an open mind and up-to-date in new science and technology, one that doesn't throw out antibiotics and steroids all the time.