Yes, I think it's definitely worth pursuing. It does sound like Amy has some kind of intolerance/allergy from what you describe. I have a bit of experience myself with dairy intolerance. People give me such funny looks when I tell them about it and I think they think I am a bit mad, but hey ho, I've done loads of research and am certain my lo has problems with dairy (amoung other things). She was also very colicky and had problems passing wind and pooping. Her personality change is the most marked though. With a dairy free diet she is a very calm, placid girl, goes down for naps well, is happy, hardly ever cries or grumbles. If I eat any dairy (I am BF) she is like a little monster. Grumpy, can't settle, hyper, and comes across as willfully naughty, even though that's impossible at her age. She is also very sensitive to some additives like red food dye, which I just recently discovered.
One friend of mine with an older son (now 12), was having terrible problems with his behaviour until she got some help from the doctor/dietician. After eliminating a few things from his diet, he is like a different child.
It really can make such a difference, it's certainly worth finding out if your lo does have any sensitivities.