Yes allergy tests will not tell you if you are lactose intolerant (a breath test can be done, but you can just eliminate and test yourself by eating a large amount after abstaining from lactose containing dairy for at least a week I think).
Allergy tests show an allergy to the food protein. Lactose is milk sugar. It is digested by the very tip of the intestinal vill... the little fingers covering the small intestine. It's common for people with inflamed guts (and common with celiac) that the intestinal villi are "mowed down" and thus do not produce the lactase enzyme to digest lactose. Usually genetics are blamed, and there seems to be a genetic component, however, anyone with inflammation can have this happen, and sometimes it's only temporary, until you take out the allergens or whatever is causing inflammation, and you heal.
As far as food chemical intolerances go, usually one goes on an elimination diet (FAILSAFE) for a while and see how you feel. http://failsafediet.wordpress.com/
Then have a day where you eat high salicylate (coconut milk, almonds, honey... or just almond extract... whew I had an experience with that that was not fun, it must be super concentrated!) For DS it was obvious based on his symptoms once I knew about this category of foods, but it took a while b/c he was eating so many high sal foods in his rotation diet so he was constantly exposed. Journal, journal, journal, it really is invaluable.
Gaining weight is an issue huh? I wonder if you are even absorbing your nutrients.
Adequate Vitamin D levels is very important for preventing Crohn's.http://www.vitamindcouncil.org/scien...-disease.shtml