I agree with Pumpkln that it would be a good idea to contact the surgeon at Mayo so she can be made aware of the specific allergies you have.
With those allergies, you do need a very special surgeon to be sure you get things right this next time. I know you don't want an additional surgery, but I'm afraid it will be very unlikely that this will resolve itself without a different implant. You won't want to be on steroids for long periods of time and my concern is that the symptoms will return once their anti-inflammant properties are no longer available for your body.
This is kind of a far-out suggestion, but I'll make it anyway. We have had a couple of members who saw a surgeon in Dallas....broken link removed: https://www.dfwsarcoma.com/, Plano, Texas. He has done some great work with infections and the problems associated with them. I don't know if he would consider your case, but it sure wouldn't hurt to contact his office and have a chat with them. If he would consider it, he sometimes will do an initial consult via phone and mail so you don't have to travel to get started with him. You would only need to go to Dallas if he agreed to help you.
Another option to try would be the Hospital for Special Surgery (HHS) in New York City. I know that is a long ways for you to travel as well, but if it meant you could get your knee back to normal, it would be worth it. If you are interested in this option, tag me and I'll help you select a surgeon to talk with.
I'm glad your original surgeon is supporting you now. This obviously is beyond his experience, so don't feel bad about moving to a more specialized surgeon. It is imperative that you find someone who has seen and dealt with this type of problem before. And....I don't for a minute believe that you'd need to travel to Europe or Asia. If that's true, it will be a shock to me!