Hello Heidi, I'm Dr. Deb.
I recently came online and see that your question about Sasha hasn't been answered. I'm so sorry that you've had to wait for a response,but if you still need assistance, I'd like to help if I can.
Both of these drugs can be given concurrently but you'll just want to check kidney and liver values periodically to insure that harm isn't being done. If she's well controlled with Atopica, then I don't see a need for steroids. In fact if steroids were to be given, you wouldn't be able to give Loxicam at the same time since this would be contraindicated and increase the risk of gastric ulceration (among other problems).
And, steroids aren't quite as effective for arthritis pain and discomfort as Loxicam would be.
You might also ask your vet about Apoquel which is a relatively new drug which is reported to be superior to Atopica (or steroids) for control of canine allergy issues. There wouldn't be any contraindications to taking it with Loxicam either; it would be safe to do so.
I hope this helps although, again, my apologies for the delayed reply. Deb