Need advice! My dogs yelps everytime he poops.

For a month my dog has been yelping everytime he poops. The very first time it happened his poop was extremely hard so i thought maybe it caused a little tear. I waited 2 weeks it did not improve so I took him to the vet. The vet said his anal glands were very full and expressed them, there was no infection and the Dr. said no other concerns. The yelping continued for the next week I called my vet every day and they said not to worry give it time to heal bc he was very sore. They gave me an anti inflammatory that did not help at all. He continued to have pain and was holding in his poop and going once every 48 plus hours. I took him back to the vet and asked them to give him an X-ray, nothing was found. Anal glands did not refill and they were at a loss as to what could be causing it. Poop sample came back negative for parasites. He was extremely sore his butt was VERY red so they gave me a 2 week steroid to calm the area. The yelping stopped for a week but now that the dose is every other day he has stated to yelp again. The vet said all they can think at this point is that it is a food allergy. I already had him on wellness core limited ingredient diet as he has always been itchy. I just switched to Avoderm salmon which is suppose to be good for allergies, on it for 2 weeks now and no change. His poop is firm but not hard, there is no blood in it. I’m at a loss as to what could be the problem and I feel so bad for my little that guy has been in pain for a month now. I appreciate any advice/suggestions!