What are the initial signs of a milk allergy?

Blood in stool. Other forms of immunologic reaction to milk are cow's milk induced proctocolitis & enterocolitis (fpies). These typically begin in the newborn period and are often due to traces of cow's milk or soy present in breast milk. In proctocolitis the infant passes stool with streaks of red blood. In fpies vomiting & diarrhea begin 1-2 hours after feeding & may be accompanied by prostration and shock.
Skin and GI. Milk allergy usually begins in infancy. Most children have rashes (eczema or hives) and GI symptoms (pain and diarrhea). Less common are nasal and chest symptoms. Chronic constipation in infants and children is rarely due to true milk allergy. In young children the initial manifestation of milk allergy can be anaphylaxis, a severe systemic reaction.