How to treat unspecified allergy?

Hard to answer. I'm not sure shat you mean by unspecified allergy. A consult with an allergist can help you determine if your symptoms are due to an allergy or something else.
It depends! It depends on whether you mean environmental/respiratory allergies, food allergies, or skin contact allergies. It may be helpful to get allergy testing done, as one of the mainstays of allergy treatment is to avoid what you're allergic to.