Thank you both. Well, Angel is on the pred after all. The vet did explain the increase in appetite as well as thirst and peeing. I can't tell yet if it is helping (or going to help). She was nipping at the skin on her front leg a little bit ago. Here's hoping it does the trick. If not, it's back to the vet.
I asked about the skin scraping and further testing and they said that they want to see if the pred works. If not, the scraping is the next step. Just ends up costing me more but ok. If we have to go in for that, I will also request bloodwork to rule out anything there.
The vet is totally baffled because it doesn't look like anything. Not sarcoptic mange, not demodex, doesn't really "look" like a food allergy... They still believe it is airborne allergy.
She did switch her flea treatment from Advantage to Frontline Plus. She said that Advantage is better flea control but Frontline actually helps with dust mites and things? I've never heard that before.