5 month old wheaten puppy itching non stop no rash. Multiple vet visits no mites or mange changed food to limited ingredients

Ask your vet about allergy meds. My dog has allergies and is on Benedryl. Please ask your vet first as the dogs age and history may come into play. I am suggesting this as you suggested they think it may be allergies due to limited food diet. If the itching gets too bad you may need to put a cone on the pup to protect him from injury. If they are thinking allergies ask them about allergy testing.

I'm assuming, based on the title of your post, and the limited information given, that the main area of itching is the ears?

Wheatons are not long eared dogs, and don't normally have a lot of ear issues. It could be a buildup of wax, or too much hair in the ears, a yeast infection, etc. etc.

Has the vet done a swab to rule out infection? Did they test for anything other than ear mites and mange? Did they test for a yeast infection?

Did they do an ear swab? Dogs can get other types of infections besides mites. Dogs can get ear ticks, yeast infections and/or bacterial infections.