When I give my son milk, he pukes at night only, but can have milk in cereal and food, what does this mean?

Positional. Is your son ilying down right after taking his soy milk at night? If vomiting depends on position - sitting or standing versus lying down - the problem may be gastroesophageal reflux rather than allergy. Discuss this with his pediatrician and see what the doctor thinks.
Soy. I assume you mean that he can tolerate soy milk earlier in the day but that later he tends to get nauseated and vomit. You might ask an allergist to see if he is allergic to soy. Some sensitivites can have a delayed reaction. At times the patient is not so much sensitive to whole soy but rather one the digested byproducts. This is also so with cows milk.
Not allergy. If a person can tolerate a food sometimes but not others then the mechanism of the reaction to the food is not allergic, that this involving allergic antibodies (ige). I agree a GI assessment should be considered.