It is very hard to go dairy free, I will have to admit, they get CMP into all sorts of things! Anything processed is a nightmare, when I was trying to do a complete dump of dairy I found it was in practically everything I used. She's better now, no longer allergic, but I don't envy anyone the difficulty of raising children with these sorts of allergies.
It's common to look at the negatives of the situation first OP, when you stop reeling I reckon you'll see the fact that you are able to effectively filter your child's food by changing what you eat, as a bit of a Godsend, because it gets harder once you wean and don't always have sole control of what goes in his mouth.
And I do get the CRAP I didn't ask for this, how on earth can I afford to do this reaction, but there'll be other solutions out there than simply overloading the NHS prescription peeps. Once your DS is three months old, if the condition is seriously impacting on your ability to care normally for the child, you might consider DLA, which can absorb some of the difficulties of having an allergic child brings. It's a long hard slog sometimes, being controversial and debating is all well and good, but first off I'd focus on getting some support into place and Mumsnet is a good place for it, if you go about it the right way.