Phew..at this stage he is in a difficult cycle with itch, scratch, injection, itch, scratch etc. A difficulty for you is deciding whether to throw more or less medication his way....when his immune sytem is already overloaded...and he is also becoming weaker, losing weight. In addition there is the completely understandable stress hormones added to the mix, the stress that you have both been experiencing.
However, knowing the cortisone shot did not give him the expected relief period, I'd think carefully about repeating that so soon, unless your vet assures you it will definitely give him sufficient relief to break the cycle.
Personally if he were my cat I'd want to control the conditions of his environment, as much as possible, in order to absolutely reduce his exposure to those allergans to try as far as possible.
So for example, if he were mine I'd keep him as happy as possible indoors, windows closed, HEPA filter running constantly plus I'd keep the indoor climate as cool and dry as possible.
At the same time I'd gently and slowly (and as calmly as possible) massage him regularly, talking to him as you do, for reassurance to you and him! I'd apply Vetgold cream as often as they suggest, directly onto his skin, by parting the fur and then gently massaging in the cream, as gently as you can. Your contact, your voice and your massaging him, should help him enormously, as well as the cream helping to heal him.
Finally his diet:
I'd feed him little and often, and monitor carefully if the food you are giving him is helping him to recover.
And may I ask you always try to remain calm, which is not easy under these circumstances and please try not to stress. You want him to feel as content as possible, and stroking him releases your endorphins which in turn should help him feel better!