I have severe congestion in only one nostril, while lying down. I take allergy shots for dog dander and dust mites. Any other ideas?

? Nasal polyp. Sounds like it might be a deviated septum or even a nasal polyp. A good rhinoscopic exam with or without a ct sinus can probably help to clarify what is going on here.
Septal Deviation. Has your allergist considered at cat scan of your sinuses? It could be an anatomic problem that needs fixing by an ENT surgeon. You could try "breath right" strips and salt water washes. Even prescription nose sprays might help. I do not endorse any particular product, but these are just some suggestions.