You'll need to work with your veterinarian to determine what the next steps in diagnosis is. Call your veterinarian and give her an update that it didn't improve and ask what the next step is. She may decide to try an oral antibiotic to attack the issue with a systemic drug instead of a topical or may recommend removal/biopsy/etc.
I've seen lots of bumps and spots on hedgehogs over the years. Sometimes it can be an infection, sometimes its something benign and sometimes its a tumor. Which is why you'll need to work with your veterinarian to go through the various stages of diagnosis.