Baking Soda can also help. Some people bathe their dogs with baking soda and rinse with the vinegar. However, these might provide relief soon, but the underlying cause of the yeast hasn't been addressed yet. Check out this video on yeast infections in dogs. Very informative.
http://healthypets.mercola.com/sites/healthypets/archive/2011/05/03/eating-these-foods-can-make-your-dog-itch-like-crazy.aspx
I am trying the vinegar rinses now, He is no longer on the steroids, just the thyroid medicine. I have not taken a sample to the vet but was planning on doing that this week, when he is straining to poop it's not really hard poop that's what is worring me because it's all soft or really mucus looking. I do expect him to have accidents in the house because he's not young anymore so I am sure it's difficult to hold it for such a long period of time while I am at work. The vet told me when we first started all this that there was a possiblilty that he could have cushings disease, it just breaks my heart that he is not getting any better with the skin infection. He still gets happy to see me and all, just wish he could tell me what would help him...
Oh....forgot one thing....If his poop is bloody and runny, have you taken a sample in for them to test? I definitely would if I were you. Stool tests are pretty inexpensive and you don't need an appointment. Just drop one off and at least let them rule out some things. like parasites, etc..
So the accidents in the house and straining to poop happened after the visit to the vet? Did you call your vet back and explain this? Not sure, but it could possibly be a side effect of the medicine for the thyroid medication and/or Prednisone. Google the medicine and see if those are listed as possible side effects. I know constipation can be one of them. Furthermore, Prednisone is notorious for side effects, included of which are gastointestinal problems and behavioral changes.
Yeast infections can be a result of bad diet - usually those high in grains such as wheat, corn and soy. A grain-free diet certainly wouldn't hurt. However, to see improvement, it often takes weeks to notice any and then a few more for it to go away all together. The shampoo should help. Or, try getting some organic apple cider vinegar (A brand like Bragg's) and do a 50/50 mixture of the vinegar with water. Use it as a rinse and leave it on for a good couple minutes at least. Organic apple cider vinegar has wonderful anti fungal and anti bacterial capabilities. Certainly wouldn't hurt. Hope that helps.