"The HV initially advised me to try him with a bit more but I queried this"
Oh my dear god. The women needs severely dealing with. This had the POTENTIAL (although clearly not with you as a mother, thank goodness) to be REALLY serious.
"Am not an aggressive, confrontational type"
Most people aren't :) But if you can bring yourself to make a complaint you will be reducing the risk that some else's baby will be put at risk. You don't need to confront her. You could make a complaint to the practise manager.
"yep - my boob milk clearly doesn't cut it!"
Aww, you know this, but I'm going to say it anyway. FFing increases the risks of allergies and intolerances. If you'd given formula he would have had a serious reaction as a newborn (terrifying thought) if it's milk he's allergic to. BFing doesn't remove the chance of him getting allergies, it just means that fewer BF babies will have allergies than FF babies. Some BF babies still will.
"The part I'm dreading is that she also queried the oats Vs milk issue and has asked me to bring some milk/yoghurt with me to the appt to show them his reaction in a safe environment (ie with an EpiPen on standby)."
NONONO!!! Oops, I'm not supposed to tell you what to do but as you say, you can't trust a woman in a potentially dangerous situation who doesn't know what TF she's talking about! Oh I am STEAMING. I'm supposed to be working but have just passed two customers to a colleague so I can write this, I am SO cross.
"Or is this common practice to ensure if he is a high risk that I am aware and know how to treat it?"
He will need testing, but with a fricking expert, not someone who jokes that you should try it again at home.

I would request, nay, DEMAND an urgent referral to an allergy specialist.