Need anti-alllergy advice for my dog's itching?

I posted a couple of weeks ago because my dog's itching was then a mystery, which we have now decided is almost certainly a dustmite allergy. He is a jack russell crossed with a dachshund, he is a year old. He started scratching as soon as he went upstairs when we got him three weeks ago, and bites and scratches all night if not treated with Benadryl. He loves to sleep on our bed and would cry all night if left downstairs. He doesn't scratch during the day, just when he's in the bedroom. Can anyone recommend a good anti-dustmite spray to use on the mattress and bedding (they seem very expensive!), and has anyone managed to overcome a similar problem with their dog? I know the simplest solution would be for him to sleep downstairs but that would prove very problematic. Also - is there any chance that he could develop natural immunity, he's only been here for three weeks? We have given him baby Benadryl and that really helps, but don't think its a particularly long-term solution. Fleas ruled out, food almost certainly ruled out, detergent ruled out, he is also very happy and settled - but we are all losing sleep!