Hot spots can be caused by many different things, the major thing that seems to set most of them off is moisture, followed by allergies, fleas and of course many other things still unkown to us.

Hot spots are not really known to usually appear at the feet but that does not mean it's not possible.

Air is the best medicine for hot spots. Shaving the area will help the air get it a lot better and is usually something that always has to be done for a hot spot. Both topical & oral medicines will help too.

My guess without seeing it or anything is that something on his feet are just irritated or he has some sort of allergy.

Good luck at the vets & keep us posted!