Doxycycline nearly always causes nausea in
dogs, and often vomiting. However, it is a very effective antibiotic.
Has he finished the antibiotic course already?
If so, then it would be a good idea if you can feed him some natural "Live" yogurt (unflavoured) daily for a few days until you see any improvement, as this will act as a pro-biotic, replacing natural gut bacteria which will have been wiped out by the long antibiotic course. This will help his digestive balance.