D.B.
We did all of those things - spent a fortune, broke our backs putting on mattress covers, did a HEPA filter (and changed the filters regularly) in both air purifiers and vacuums, and the other things you mentioned. Doing a lot of cleaning can help with the dust, but can add the cleaning chemicals back into the air and stir up the dust you're trying to get rid of.
We also took prescription meds, over-the-counter meds, stuff from the health food store (because we mistakenly thought the products were better or the staff knew what they were talking about), and some holistic things from the chiropractor.
What we learned is that all of these things just treat the symptoms, but don't get to the cause. They have limited effectiveness, and sometimes make things worse.
I went to a number of seminars on autoimmune issues (which I learned is what an allergy is - a reaction to an otherwise harmless ingredient or environmental element). I learned a lot about boosting my immune system so it no longer reacted to these allergens - which include pollen and dust but also things that some people react to, like peanuts and tree nuts and dairy and all the foods people find they can't eat. I learned that proper, science based supplementation (not mixing and matching vitamins myself!) can restore the body's natural ability to fight off "harmless" (or what should be harmless) stimuli. I can now eat everything and take no meds.
I've continued my studies in nutritional epigenetics, and continue to work with a lot of people who have found similar results backed up by the science. The more we understand, the more easily we can boost our immune systems - and multiple clinical trials (independent, not run by an individual company or pharmaceutical concern) continue to bear that out. The effect on prevention is huge, and it has demonstrated results in cholesterol reduction, immune system boosting, gene expression (genes working properly), and now cancer prevention. So the science continues to expand the base of knowledge.