First, thank you for rescuing him.
Second, too many food changes. You need to give a food at LEAST a month unless it is horrible (ie causing diarrhea or severe itching).
I have, sadly, had several dogs with allergies. My worse... developed allergies at about 2 yrs old. First we went off all chicken and beef to lamb. In less than 6 mos, we were back to itching and gooey ears. Switched to Bison, didn't last that long. Finally I did what I should have to begin with (btw, dogs allergic to chicken often quickly develop allergies to other poultry including turkey; dogs allergic to beef don't tend to do well on bison or deer). .... we put her on fish and potato limited ingredients. After 3 yrs of nightmares, it was the fix and that's what she had until she died .. some 8 yrs later. I changed it up... sometimes salmon, sometimes whitefish. But she never reacted to it. I also gave her occasional raw pork neck.
I'd really suggest a limited ingredient food and give it a couple of months. Fish is generally the safest bet as least likely for dogs to have allergies built up to. I'd also go with a good probiotic (I use Fastrack, liquid dispersible. I have been using it for 21 yrs! but others are out there. I get mine from Amazon) and thyroid panel from a trusted lab such as Michigan. Few in-house vet tests are able to do what they do for a full panel. He also needs fat in the diet to help his coat... but most high quality dog foods have enough. With his issues of diarrhea, I wouldn't add olive oil or coconut to his diet until that is resolved.
Sadly, even if the thyroid comes back, there are malabsorption issues in the breed. That may need to be checked if the above doesn't help.
I am not sure about the hair embedded in your feet, lol. If he's not in good coat like you said, he's probably shedding a lot. It helps if you brush him every day to remove the dead hair so it ends up in the brush, not your feet.
My daughter just got a Samoyed. I found one of his hairs in my toothbrush. Oh the joy of pet ownership.