Do you have HEPA air filters running in the house? Even if the puppy is confined to a room, that air is still circulating through the house. We use Honeywell filters. I also bathe both my dogs every week. Supposedly, things do improve after the puppy coat goes away, although I'm not too sure on this fact, since my family member's reactions to Fluffy, our toy poodle, have always been minimal. I'd also keep your girl clipped short so as to avoid any other allergens being trapped in her fur and making things worse. Hopefully things get better sooner rather than later. 
