Good call! We also just purchased two air purifiers (one for office, one for home) for the "Fall Season."

My recommendation for an air purifier (after a bunch of research) is the Coway: https://www.amazon.com/gp/product/B00BTKAPUU

I second the allergy testing, that could help narrow down the cause.

When you say you try to keep the air circulating, does that including opening the window? I ask because you could be letting early morning pollen in.

Another thing you can try: sleep on a different mattress / air bed / sleeping bag in the problem room. That would tell you if it's the air or the bed.