Milk protein allergy may have the following symptoms: The most common hives on the skin surface indicate our milk protein allergy. A very dangerous symptom is angioedema, which is swelling of the mucous membranes and, in very extreme cases, can even cause suffocation. Many people don’t think so, but one of the causes of eczema can be a milk protein allergy. Reflux can occur as a symptom of a milk protein allergy, causing stomach acid to flow back into the esophagus, causing severe corrosive pain. Abdominal pain, bloating, nausea and vomiting may occur, or bloody stools. Symptoms of allergy include asthma and Heiner's syndrome in infants. The most serious and even life-threatening symptom is anaphylactic shock, which can lead to circulatory arrest.