My kids get basically the same thing. They follow a gluten free diet, which clears the problem up about 90%. The shampoo that helps them the most is selsun blue with aloe...it contains selenium.
Has your doctor or your dermatologist taken any skin swabs from the scalp?
If not, then perhaps you should suggest to your doctor that this is done. The swab is then sent to the laboratory to identify the bacteria/fungus.
With the bumps coming up red, rupturing with puss and blood coming out, it sounds like it may be a bacterial infection. The laboratory would be able to analyse the swab and identify the bacteria and would be able to inform your doctor of the appropriate treatment.
Hope the cause is identified so that you can receive the appropriate treatment.