my rough collie had the same thing when we brought him home ......
my soloution was to wash him with head and shoulders watered down ...but still enough to lather up !
And yes that is Head& Shoulders for humans :D
And i also now bath both my dogs (white gsd & blue merle rough collie) with pantene shampoo and conditioner.... they smell wonderful for up to 2 weeks their fur looks great and feels great ...it is cheaper than dog shampoo and my dogs have no side effects (ie dry skin or fur dullness) from it !
I can honstly say that it is the best desition i ever mad to use our shampoo when my dogs had been for a long muddy walk one day (after running out of doggy shampoo)
I know some people wont agree with me and breaders/showers will probably cringe but my dogs fur and skin is in such better shap ! i swear :D
so maybe try Head&Shoulders for 3 washes 3 days apart and rinse off with a fair high powered shower as just puring a jug of water dont seem to have the same effect ....thats how we cleared up my collies dandruff and furr loss when we first got him ...and ohhh we told the vet and he said he hadnt heard of it but coulnt see a huge problem .....he did also say if the Head&Shoulders didnt work them to wash the dog with just plain old water with no form of shampoo

Hope i have helped ...... and if anyone else uses Pantene on thier dogs or something similar and also has good results let me know as i would love to feel like im not the only pro human shampoo for dogs

thanx jo x x x xx x