While I agree on asking a vet first, a lot of times the vet like any other doctor has no clue. I like the ones who actually say so instead of being officious and just keep doing tests. After a test to see if its mange And allergy tests there isn't much else they can do.
If it is stress there are a few natural products that work without making your dog sleep all the time. Allergies, its usually, 1.fleas, or 2. food get rid of grains, sometimes grass. While I am not a vet or vet tech after taking care of foster dogs, most from a shelter or puppy mill/backyard breeders/dumpers, I have seen pretty much every skin and behaviour problem out there. There are websites that are strictly natural products, I do not however buy the products they advertise,mostly because if its for pets they jack up the price, with a little research you can find the ingredients and figure out what works for your dog.
Example. My DD's female dog is having incontinence, Nothing wrong except old age. Found out about the side effects of the pills and surgery. Ah no thanks! found a homeopathic for dogs did some checking and found the one for people same basic ingredients and half the price and its working great. No more puddles at night.
Thunder shirts, Anxiety wraps, DAP, Rescue Remedy. While nothing works for every dog just like nothing works for every person, I try the natural products after getting a diagnose.