I think you should be asking an immunologist (sp) and talking with your midwife. My first son has allergy's to egg, soy, meats and other things and I was advised not to change my diet during pregnancy / breastfeeding. She did say to avoid eggs if not cooked with a flour as the flour changes the protein and traces of egg can be passed trough in pregnancy . Another thing your second child may not have allergy's at all! Another thing avoiding allergens when you have a allergy can make things worse apparently. For example I was told if I put my semi allergic child on an egg free diet ( this was to help excema) he may have a severe reaction next time. My eldest is anaphylactic to chicken, he has an epi pen, my immunologist said I was to avoid giving my second and third son chicken for the first 12 months until such time he could have the prick test done. Just so you know, I could eat it though. (they were breastfeed to 6 months)
Eldest child= anaphylactic reactions to, egg, soy, chicken, and corn and allergy to about 20 or so other foods cant be bothered listing them.
Second boy= Slight allergy to eggs ( only welts and rash no swelling reaction)
Third son= free from allergy thus far yayayayayayaya
You can only do what advised and after years of going to different Dr's I have realised they all have a slightly different way to handle things and depending on how much training they have had and so forth. Your ped gave you what he thought was best, but really their training for allergy is limited. I would try and see if you could get some more info from an immuniologist . Eliminating Dairy/egg and soy from your diet you would need the help of a nutritionist, we have done it for a few weeks but it is harder than you think soy is in everything. ( We eliminated for younger sons excema alas it didn't help)
I can't answer your question but thought I would reply. I think it really depends on the severity of your situation , changing your diet is drastic and can affect your health I wouldn't do it without help. I would doubt they would do anything unless your next baby has symptoms but at the same time I don't really know either.