I'm sorry that your question wasn't answered in a timely manner. I'll address your concerns as you presented them...
Vocalizing during sleep is usually associated with REM sleep and dreaming. It's not thought to be an indication of pain unless pain is obvious when my patient is also awake. If you believe that he's truly struggling to get on the bed because he's painful, he needs to have his hips X-rayed as hip dysplasia whould be the primary differential in such a patient. "Playing like a kangaroo", however, would appear to belie hip dysplasia. Less commonly, partial seizures can cause vocalization and waken dogs but there should be evidence of seizure activity once awake.
His biting his feet and licking himself as you've described suggests an allergic dermatitis - atopy (allergies to environmental allergens such as pollens, molds, dust, and dust mites, etc.) and food intolerance are important differentials.
Environmental allergies (atopy) are usually initially addressed with a glucocorticosteroid such as prednisone. In some dogs an over the counter antihistamine such as clemastine (Tavist) at a dose of 0.05 - 1.5 mg/kg twice daily or chlorphenamine (0.2-0.5 mg/kg every 12 hours). Antihistamines, however, aren’t reliably effective. Adding fish oil to the diet at a dose of 20mg/lb daily of the EPA in the fish oil might synergize with antihistamines to provide better anti-pruritic action. The omega-3 fatty acids in fish oil are antiinflammatory but may take 8-12 weeks to kick in. The new cytokine antagonist oclacitinib (Apoquel) is likely to revolutionize how we address atopic dogs and should be discussed with Dave's vet. Oclacitinib works as well as a steroid without a steroid's adverse effects. Please note that atopy, at least initially, should have a seasonality to it while a food intolerance should cause pruritis regardless of the season. Chronically atopic dogs may be pruritic year round.
Food intolerance/allergy is addressed with prescription hypoallergenic diets. These special foods contain just one novel (rabbit, duck, e.g.) animal protein or proteins that have been chemically altered (hydrolyzed) to the point that Dave's immune system doesn't "see" anything to be allergic to. The over the counter hypoallergenic foods too often contain proteins not listed on the label - soy is a common one - and these proteins would confound our evaluation of the efficacy of the hypoallergenic diet. The prescription foods are available from his vet. There are many novel protein foods and a prototypical hydrolyzed protein food is Hill’s Prescription Diet z/d ultra. (I prefer the hydrolyzed protein diets because it avoids the possibility of my patient being intolerant to even a novel protein.) A positive response is usually seen within a few weeks if we’ve eliminated the offending food allergen. Food intolerance can arise at any age and even after our patient has been eating the same food for quite some time.
Please respond with further questions or concerns if you wish.