I know that using cedar shavings are not a good idea for chickens. Harmful to their respiratory systems. Also, if you ever need to use an antibiotic ointment, do not use one with pain reliever. Anything that ends with "caine" is supposedly harmful to chickens.
Is there something happening with your chickens that causes you to be concerned about allergies? There are health problems that may look like allergy symptoms, but would require treatment. I imagine it's not impossible for them to have allergies, but it does not seem to be a big problem that...