Have you checked his tail pocket? I would hope your vet did, but if the vet is not a good bully vet, they may not have thought of it. If you do not know, it is the area under hid tail and there is a pocket there that can get infected and that is what he is trying to get at. Get an unscented baby wipe and run your finger with the wipe under his tail and try to clean out the picket. You may get some gunk out of there. If so clean it the best you can and if it is too bad, get some ointment from the vet for it.