I am writing this in case the same situation happens to you and your dogs, so that you will know how to react quickly 
First, here is the definition of Anaphylaxis and the symptoms:
“Anaphylactic shock is a rare, life-threatening, immediate allergic reaction to food, an injection, or an insect sting. The most common signs occur within seconds to minutes after exposure to the antigen.
Gastrointestinal signs are the major signs of anaphylactic shock: sudden onset of diarrhea, excessive drooling, vomiting, shock, seizures, coma and death. The dog’s gums may be pale and the limbs may feel cold. The heart rate is generally very fast, but the pulse is weak.
Anaphylaxis is an extreme emergency. If you think that your dog is having an anaphylactic reaction, seek emergency veterinary assistance immediately. A veterinarian can give intravenous injections of epinephrine (adrenaline) to counteract the reaction. Treatment for other associated problems, such as difficulty breathing , may also be needed.”
So, last summer, Ziggy went into an anaphylactic shock after (what we suspect, but we are not 100% sure) an insect bite/sting.
I was on our regular evening walk with Ziggy, we were walking in the fields where we walk every day, nothing out of the ordinary. All of a sudden I noticed that she started licking her front paw, but I didn’t think anything was wrong. I didn’t see anything suspicious because it happened so fast and it was getting dark. We walked further and after about 5 minutes she started vomiting white foam, she had diarrhea and she seemed weak and disoriented, she walked very slowly and eventually layed down and refused to continue walking. I carried her home, she had pale gums, wide pupils, her breathing was shallow and she was just laying on the floor, visibly uncomfortable. We drove straight to the emergency vet (which is about 30minutes drive from our house). Luckily she started feeling better, but we were still very nervous.
At the vet we checked her blood, did an ultrasound to check her organs, checked her vital signs and also inspected her paws for an insect bite/sting and/or swelling. The results showed that her stomach was ok (I was very worried that she might have eaten something or got in contact with fertilizer or poison, as we were walking next to farming fields with crops of our local farmers), but her gallbladder was a bit swollen and “liver enzyme” was higher than normal, which pointed to the fact that she was probably stung/bitten by some insect in the grass and had an allergic reaction. We live next to a natural park and we have many types of bugs and insects, also living in the ground, so this is the most probable scenario.
She got an antihistamine shot and an anti-nausea shot, we also went for a checkup next day and got some pills with corticosteroids, in case this happens again (“Prednicortone“, this is the name in Slovenia, but check if the name is different in your country). I was told that in a case of emergency a human allergy drug “Medrol” or “Claritine” (not sure how it is called in other countries) could also be used, but the amount has to be adapted to dog´s weight. For Medrol, it is about 1mg per 1kg of dog’s weight. But this is only for emergencies! 
She has NEVER showed any signs of being allergic to anything and as I mentioned, we walk along the same path every day. I also didn’t notice any redness of skin, swelling and we never found any bite marks, but it could be that the swelling was there and later went down after the antihistamine shot, and we were just so shocked in the moment that we didn’t notice it. I will now always carry these pills with me, just in case. If this happens to you, get to the vet as soon as possible!
I hope this helps save some dogs <3
