I had very similar to this with DD. This is what happened to me, if you don't mind me saying.
DD was born weighing 5lbs. She was perfectly healthy, happy, nothing at all wrong. Just small. She was just on the bottom centile of a 1960s based formula fed baby chart. She dropped a little, and was off the charts. Teh HV raised concerns about this. At around 4 months, despite us attempting to top DD up with formula at the insistence of the HV, DD continued to stay just under the line, refused a bottle. She met all her milestones, she rolled early at just over 3 months, she was a very happy and content baby. Guidelines then were to wean at 6months and HV said we had to stick to that (new parents did what we were told, at that point). At just over 4 months, she was under the chart and had dropped a slight amount, and the HV told us she was 'failing to thrive' and that we had to give it 2 weeks, then to the gp for referral to a dietician.
We said we would not wait for 2 weeks if our baby was failing to thrive and we went to see the gp the following morning. He checked DD over thoroughly and said, even before checking her, he was not concerned at all, the HV was being overly cautious and in his opinion there was nothing to worry about. he only checked her over as in her belly etc to satisfy to us she was ok.
We saw a different HV who was a locum the following week and she said to me 'pavlov, do not stress about this, your DD is growing wonderfully, she is a small baby, with small parents and she will grow up to be a small child and a small adult. Worrying and force feeding her bottles will not change her'. I stopped going to the HV after that (as the locum was not there after that week).
We weaned DD at 5.5 months and she ate like a horse, and still does. But she never went up her charts any faster. At her 8 month check the only time we saw the HV again, her weight was still under the charts, and we were not bothered at all. At 19 months she weighed 21lb. She is now 3.8, pretty much on target weight wise, with size 3-4 tops and 2-3 bottoms as she has short legs. She is skinny and eats tons.
I never felt like such a shit parent than when the HV told us she was failing to thrive. And it was so not true, and completey unfounded and unnecessary.
Sorry, that did not answer your question about what to ask, but i just thought you might like to hear that it is not always something bad, just is how your LO is, a petite baby.