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Merrier , I'm impressed! You've had a guinea pig for less than six weeks now, and you've already found THREE vets! That must be a record, especially considering that exotic vets are thin on the ground here in Texas. And you must have an unlimited vet fund if you can take a pig that isn't sick to three different vets in just six weeks time.
Many of the people on this forum, especially the moderators and administrators, have years of experience with guinea pigs. If they tell you that a pig needs hay, the pig needs hay. It's not only for the pig's benefit that we're telling you that, but also to protect your pocketbook from very expensive pig dental bills if you let it go too long without hay.
If you post on this forum, it's going to be assumed that you're asking for advice, especially since you're new to guinea pigs.
I suggested to you that you try a different kind of hay. But you stopped giving them hay, and so far as I can tell, didn't bathe the pigs. So they've still got whatever hay you had on them. If you really want to know if you're allergic to the pigs and not the hay, here are some things you can do (more unasked for advice):
1) Buy another kind of hay and sniff it and see if you have allergic symptoms. Or if you're having skin allergies, rub timothy on one arm and the other kind on the other, and see if both react.
2) Clean the cage, wash everything in it, bathe the pigs, and then handle them and see if you've still got symptoms.
Either one of those actions will give you information about your allergies.