Probably not an allergy but more likely she's missing something in the diet. I used Wellness several years ago for a short time & had similar problems with thin haircoat/weight loss and HUGE frequent stools. Was not a very digestable kibble, IMHO.
My first suggestion would be to try the simplest solution first ... go with a food that has higher Omega 3s or just a better Omega 3:6 ratio. I know the Wellness uses Canola oil

as a cheap source of fatty acids ... try a food that uses either fish oils or even a plant based oil that is non GMO. There's also no other fat source (i.e. chicken fat) in that food, so most of the fat is coming from the canola oil

Its just not bioavailable enough to dogs ...
Don't know what your budget is, but what about Timberwolf Organic's Lamb & Apples food? TWO has the highest Omega 3 content of most foods and I have one bitch who seems to have a greater requirement for this nutrient ... its not a cheap food, no, but an exceptional one - their nutrients come from the actual FOOD, not from a plethora of added synthetic vitamins. Customer service is awesome, you can always just talk to them & see what they think of this pup's problem. They're not aggressive in selling the food (it sells itself) so you won't get advertising rhetoric from them.
http://www.timberwolforganics.com Keep us posted on whatever this turns out to be ...