First, is your dog by any chance a rough collie?
If so, please test for the MDR1 defect before deciding on treatment, as some of the drugs (Ivermectin / Milbemycin and related drugs) now used in treatment may be toxic to an MDR1 affected (-/-, or negative/negative) dog. This genetic defect is fairly widespread in the rough collie population.
(The defect can also appear in shelties, aussies, long-haired whippets, salukis and white shepherds, but at a very low incidence. If you have one of these breeds, ask your vet if testing is recommended, or not.)
Anyway, back to demodex. A couple of good articles on demodicosis (demodex mites or mange) to add to the one PegA linked:
http://www.capcvet.org/recommendations/demodex.html
http://www.marvistavet.com/html/body...tic_mange.html
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I've had experience with adult-onset generalized demodicosis in my collie.
Fortunately given the age of your dog you are probably dealing with the puppy/juvenile version, which is easier to treat and far less likely to be linked to a serious underlying condition.
Is the demodicosis local, or generalized?
In addition to Peg's advice, if your dog is scratching and having trouble settling, a T-shirt covering the area can help to prevent him from causing further irritation tonight until you can speak to the vet. If the affected area is on his face, an e-collar can help protect the area. If one is not available, put socks on his paws to limit the damage from his claws.
And then call the vet.
Do be aware that treatment takes time - if your dog continues to show signs of discomfort, please call your vet and discuss which symptom relief options are appropriate given the treatment plan you have opted for. I'm hesitant to advise further, as you really do need to include your vet in all decisions.
If you feel that your vet is not taking your concerns seriously enough, get a second opinion.
Finally, a generalized demodex infestation might be linked to an immune system disorder, which in turn could be an inherited condition. It is sometimes recommended that dogs who have had generalized demodicosis be excluded from future breeding programs, and should be spayed/neutered. Please discuss this issue with your vet.
Keeping all our paws here crossed for your pup - hope the little one finds relief soon, and that the infestation clears up quickly with no lasting effects.