OK, thanks for the information.
With sneezing, scratching, and hair loss, I would be most suspicious that he has an allergy to something. If you haven't changed the food or bedding, then I would be concerned that perhaps the company changed the food formulation, or perhaps that it is something in the hay that you are feeding him. Cleaning agents can also sometimes be implicated.
The first thing I would do is to either try a new bag of food or a new food altogether, and especially replace the hay.
As an initial treatment, your veterinarian can give an injection of an antihistamine (like diphenhydramine, or Benadryl) and possibly a corticosteroid. If it is a transient thing due to something in the hay, this should fix the problem once you replace the food. If he has developed a longer-term issue, he may require oral versions of these medications as needed.
There are certainly other possibilities, i.e. parasites, endocrine diseases, etc. Your veterinarian should be able to rule these out by looking at any skin lesions, if they exist. Your description is most consistent with allergies, however, so that's where I would go initially.
Hope that helps. Please let me know if you have any other questions.