I have an Irish Setter that started this cycle in August, took him to the vet and like you no fleas or mites. Put him on a glutten free diet and gave him salmon oil daily still itching. I read that Irish Setters are prone to thyroid problems so after 2 months of vet visits I insisted on a blood test for thyroid disease. Yes he has a thyroid problem, have him on a thyroid drug (took two tries to get the right dose) and skin problem has cleared up and no more itching. Your vet will probably not want to do the test but insist on it (not that expensive). Look up thyroid disease in dogs this is a real problem that can be fixed.