I could have started this exact same thread, though my DS is now almost 15 mo and already confirmed allergic to wheat, dairy, eggs and sesame (and you're right, libelulle, the diet is not fun at all!). With these foods he is obviously allergic because the reactions are scary: first a red face and weak crying, then projectile vomiting, then a rash, a coughing fit and wheezing. However, he also seems to be reacting in minor ways to a whole host of other foods, including bananas, lentils, melon and rye. And when he goes to nursery he always gets a rash and sometimes comes back wheezing. But if we cut out everything that we suspected as an allergen we really would go completely insane (as it is, we are just about coping with the already very restricted diet).
As libellule said, NHS direct not brilliant, and neither (in my experience) are HVs or even GPs sometimes, when it comes to allergies. Yoghurt? To a baby that may be allergic? However, I agree that cutting out important nutrients, including dairy, on the basis of a suspected allergy is not great, either.
Is there any sort of family history of allergy, even if just hayfever? If so, and if your baby still reacts to food in this way, it may be worth pushing for a referral, at least to a dietician if not an allergy specialist.
You mentioned itchy skin at night. My DS had this, and Oilatum made it worse. The only thing that worked for us was Baby Aveeno, but with skin things what suits one baby doesn't suit another. Perhaps you could ask your GP about Balneum Plus? It's meant to soothe itching as well as hydrate skin.
Please let us know how things are going. I think the more mums post about their experience the better!