A month is way too long to leave this without seeing a vet. The new shampoo isn't working because you're not treating the actual cause - just the symptoms. It could be allergies, fungus, mites, or even a bacterial infection, and each one needs a completely different treatment.
What I'd do is book an appointment right now. The vet can do a skin scraping or cytology to figure out exactly what your Labrador has, and from there prescribe what he actually needs. In the meantime, stop trying different shampoos because they're just going to irritate his skin more. If it's a food allergy, you're not going to solve it with topical products anyway.
Keep in mind too that Labs tend to have sensitive skin, so once you know what it is, you'll probably need to watch out for certain foods or ingredients in the future.