I'm presuming they also tested for coccidia, giardia, campylobacter and other micro organisms?
You can read about addisons here to see why that would be a good test to have done
www.marvistavet.com/html/addison_s_disease.html
Another possibility is bacterial overgrowth
www.dogstuff.info/dog_show_crud.html
and here
http://www.thedogplace.com/library/DogCare/Dog_Show_Crud.htm
And lyme disease can cause all sorts of odd symptoms and if the vet did not check for other tick carried diseases that could be part of the issue too.
If he his getting better with treatment you can ask if more testing needs to be done or just more treatment.
Hope this helps you!
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