She may have an infected oil gland. It can happen. Here is an article from Majestic about that. http://www.majesticwaterfowl.org/mmissue71.htm
Thanks so much for the responses. I don't know what to do now, and I'm very worried about this. I just heard from Kim at Majestic, and what she said has me second guessing my vet. She isn't a fan of doxy and said it's very hard on ducks and that most vets she knows of would have opted for Baytril. I was already worried about the doxy because I know it's hard on humans, and it makes no sense to me that this duck is worse after a week of meds than she was when we took her in. Would it be irresponsible of me to go against the vet's advice and switch her to Baytril? I absolutely cannot deal with losing another duck right now even though this one isn't a keeper.