Since they have been under vet care, I suggest revisit or have a consultation.
Coccidiosis - I'm assuming you either treated with Corid or a sulfa drug?
Sneezing only can be anything - dry dusty bedding/feed, molds, poor ventilation, birds clearing food/water from their nostrils.
Sneezing accompanied by mucous, watery eyes, coughing, congestion, facial swelling, lethargy, unthriftiness, etc. would be the makings of respiratory disease. Without testing there is no way to know which disease you are dealing with. Antibiotics will only treat any secondary infections associated with respiratory disease, so if they are not responding, you are most likely dealing with a virus or possibly something fungal that Doxy won't treat.
Try to encourage them to keep hydrated. I hope your vet can do some more investigating and give you some answers.