I'm not an historian. However, I am a scientist who spent a long time researching allergy and immunology, and I've always been a believer in studying past work to better understand current and future work.

I must admit I am not terribly familiar with the historian method of referencing, so if the format here is incorrect or incomplete, please let me know and I will try to be more precise. I do have a list of the primary sources (contemporary writings), but it's mostly in a physical textbook....if you need it to keep the post up, I'll transcribe them. OK...

In ancient times, allergies had the same root attributed cause as any other medical condition...you either crossed a god or got cursed by an enemy.

Two interesting exceptions are ancient America and China. They each had treatments for what sounds like allergic rhinitis based on the herbs that are related to ephedra (which is REALLY similar to drugs currently found in OTC allergy medications). The Chinese even described a seasonal component.

Rome and Greece had some writings on allergy, Hippocrates even described something that sounded very much like asthma, it and there are notable historical figures (Claudius is one that stands out) who were likely allergic to some things.

There's a guy buried with a Pharoh of the 5th dynasty in Egypt because he "fixed the noses of kings"..again, probably rhinitis or asthma.

There are a lot more writings talking about allergic rhinitis and asthma, but you said "severe allergy", so I don't think that's what you are looking for...there are mentions of food allergy, but not much. That kind of makes sense; severe allergy kills in minutes. There just isn't anything that could be done. It is very likely that any instance of anaphylaxis was simply attributed to "being struck dead by god" or poisoning.

Reference for the above: A History of Allergy, Karger Medical and Scientific Publishers, May 27, 2014

As far as discovery of allergy...

The idea of immune system didn't exist, even conceptually, until around the late 19th century (Pasteur, Metchnikoff, etc). At the time, the immune system was considered more or less perfect in that it was only subject to being overwhelmed. It was assumed that it never got things wrong.

Then a couple of things kind of came into confluence...(1) people and animals were receiving vaccines (2) the industrial revolution was pushing people into cleaner environments and (3) people realized that the immune system had no problem with collateral damage.

A French scientist (Arthus) was experimenting with vaccines. He tried giving repeated does of a vaccine to the same site. Everyone knew the first injection of a vaccine often caused inflammation; it was assumed that it was the action of the pathogen. But Arthus noted that the reaction got worse with each injection. He reasoned that the increased response was correlated with the increased ability of the body to fight off that particular infection (he was more or less right)

Around the same time, a man named von Pirquet wrote a paper outlining the signs & symptoms of infection. He had a kind of radical idea : that many (or even most) of the lesions we typically associated with infection are in fact the result of the body's defenses, and not simply a direct effect of the infecting organisms. He was also more or less right. Long story short, he and his colleagues wound up demonstrating what allergy truly was. This was not an overnight process (science rarely is), but to put a date on it...about 1910-1915.

A good reference for this (and a LOT more) would be:

Igea JM. The history of the idea of allergy. Allergy 2013; 68: 966–973