Katet has given some really really sound advice, just wanted to add a couple things.
When you said that you usually don't give him dairy, my advice would be to go out of your way to make sure that he has no dairy at all, whatsoever. No milk powder hidden in foods, nothing. Until he is at least 12 months old. At 12 months usually MPI babies have a "milk challenge" either by the doctors or at home, where you trial them on a bit of milk and watch them for a period of time to see if they have outgrown it, but attempting it before 12 months is usually not advised.
There are many foods, even fruits and veg, that are very hard for a baby's brand new digestive system to get used to breaking down. Broccolli, cauliflower, beans, lentils, cabbage, and meats are some. Although it is possible to be allergic to anything, a food like broccolli is pretty low on the allergen scale and it's less likely that he is allergic to it and being that the symptoms are wind and tummy pains, most likely just that he is too young to digest it - especially if he has had that first exposure to it in the early days of solids. Most sources that I relied on for feeding say that foods like this should be left until closer to 10-12 months. A really helpful website is wholesomebabyfoods.com and they list each food and a suggested age for introducing it.
Also he's young and doesn't need a huge variety in his diet. At 9 months the list of foods that I had given DS was stuck on the fridge and it wasn't that long! I just made sure that I varied them up, not necessarily mixing them. So breakfast might be pears, lunch sweet potato and apple, dinner carrots and parsnips. The next day would not be the same foods, but two or three days later he'd get the same menu, iykwim. As long as you're giving him a rotation so that he doesn't get bored, that's great. But you don't need to worry about mixing two foods together ALL of the time. And, you can mix odd foods and babies don't think it is strange like we do -- zucchini and apple was a hit, as was sweet potato and pea, pumpkin and pear, and so on.
Another important thing with allergy testing is that it is not 100% accurate. So just because he gets a negative from something does NOT mean that he is not intolerant or allergic to it.