**Edited to add:
After reading some other responses, I do want to make a comment about the wheat allergy thing. This is just what my son's allergist told us...take it or leave it.
When they do the skin test, they can tell by the size and shape of the reaction how bad it is. They measure each little spot. For example, the peanut and egg reactions on my son were immediate and HUGE. The wheat reaction was very tiny. That is why he said we could still give him wheat products. He said if the reaction would have been larger than yes, we would avoid. That was in December. Now that we are avoiding all of his other allergens, he is 100% better and wheat does not seem to bother him. But talk to you doctor to find out how bad you son's reaction was in the test.
One other comment about the "studies" about the dangers of soy milk....beware. When I did my research, I found that many of those studies were funded by milk/dairy companies. Do your own research and make your own decision. I could give you hundreds of websites that counteract any claim that soy is dangerous. Yes, there are some people who shouldn't consumer soy (if I remember correctly it was men with prostate cancer and women in menopause or something like that), but I never read where children were at risk from soy.
Original Post: My son has the same allergies, plus eggs and all dairy products, not just milk. We found out about the milk when he was just a month old. I was breastfeeding and he was breaking out with bad eczema and really nasty green stools. The doctor said it was nothing, probably a virus (yeah, that lasted for months) but my lactation consultant said it was dairy allergy. Sure enough, I cut dairy out of my diet and he was better immediately.
Fast forward to a few months ago, my pedi. still refused to believe he had a dairy allergy, even after we gave him yogurt and he broke out really bad. The only thing that finally got him to send us to an allergist was when his face and mouth swelled up really badly one day. We had him tested, and sure enough, he is allergic to peanuts, all dairy, eggs, and wheat.
Like your doctor, our doctor said not to worry about wheat. He said that the wheat reaction was very minor and that typically kids outgrow a small reaction like that faster when they are exposed to the allergen. Don't give him a ton of wheat in one day, but a few servings of wheat a day are better for him than none.
As far as milk goes, I've seen several people say soy is bad, but I've discussed it with my doctor and did my own research, and I made the decision to stick with soy. Sure, you will find info out there that says it is bad, but you will find just as much that says it is fine, as did both my pediatrician and my allergist. My suggestion is to talk with your doctor, do your own research, and make the decision that you will be comfortable with.