If I've conjunctivitis allergy, can it heal by allergy injection therapy? Tried allergy meds : allegysal, patanol (olopatadine) and avil, Claritin loratadine, please help

Yes. Treatment of allergic conjunctivitis starts with eliminating or avoiding the allergen as well as rinsing the allergen from your eyes with plain water (reduces the allergen load). Allergy shots can help as can oral allergy meds. There are eye drops that help a great deal also. Steroid eye drops are very effective but are not used long term due to risk of glaucoma and cataract.
Allergy shots would . You need to find out what you are allergic to and carry out avoidance measures ( such as pet allergy, dust mite allergy etc depending upon your allergy testing results). Second option is medications which include allergy eye drops and daily prescription nose spray ( if you also have nasal allergies) and take oral antihistamines. Allergy shots would help if none of these are effective.