My older brother has asma and allergies. I have grown old watching him have asma attacks and reactions to medications, food, pollen, heat, cold, etc. My advice, stick with your doctor until he can get you up to good health, then start thinking about supplements. And if you feel you need to take something, talked to your doctor first.
One other thing, I used to be a powerlifter and vitamins and supplements are not for everybody. One thing I did learn from lifting weights is that everybody's metabalism is different. The goal in taking a health aid is to figure out what you personally need and not to let the bottles of pills out there tell you what you think you need. If I had to say what makes you the healthiest when it comes to nutrition, it would have to be a healthy digestive system. If you can keep your colon clear of toxins, your body will respond positively. My brothers doctor thinks that's where his problem with allergies lies (his colon can not digest certian things, only absorb).