silver,
my DS2 had multiple allergies. i fed until almost 12 months. By the end I'd cut out egg, soy, dairy, nuts, legumes (very hard for a pescatarian). i can empathise :-/
realistically, unless you're dedicated, its very hard to find all the allergies by excluding them from your diet as well as his. It sounds like there is possibly more than just the dairy. if you are happy to cut the things out of your diet to challenge him, then I'd stick with breastfeeding. If you don't think you can, and (and here's the important thing) THEY ARE CAUSING ISSUES that are long term, or you don't want him to deal with, then cut out breastfeeding and keep the allergy food/s out of his diet.
Latest research, though, is saying that a high risk baby exposed to high risk food early is less likely to develop an allergy than if it's excluded from their diet 'just in case'. Surely the exposure through breast milk counts! Also, 'mild' allergy reactions no longer warrant cutting the food out of the diet (though docs not up to date may still recommend this). The concern is that keeping it out of the diet entirely may lead to it becoming a severe allergy on exposure. Eating it in the first stages of the food ladder will hopefully increase sensitivity and allow moving up the food ladder.
Two centiles is a very small amount to measure... if it's correct, i wouldn't worry at all about it (it's the difference between weighing before or after a wee!), but you might have the description wrong. having said that, latest research is that allergy babies can be fat or skinny, but usually are short (my DS2 was denied any allergy investigations for 8 months because he was too fat - he was 90th centile for weight (but 7th centile for height; strange given dad is 6'3"))
Re weaning, yes, wean as usual, but keep a strict food diary; don't introduce dairy if you know it's an issue; try egg but do it early in the morning and watch closely.... biggest thing is probably keeping a food diary.
Would ask for allergy referral. Gold standard for getting information on allergies is the food diary. Skin prick testing can help, and is very convenient, but food diary is better.... and SO easy to do if you are on formula and starting solids. Harder if you are breastfeeding and starting solids, as you need to do all your foods too, which are much more varied.
Sorry; disjointed post in between bouncing 5.5 month old DC, plus dealing with DS2's mild reaction to sweeties bought when out with daddy this morning...