My ds has eczema and a dairy allergy too. When I initially cut dairy out of my diet my doctor said to give it a month - 2 weeks to get it completely out of my system and breast milk, then another 2 weeks to clear ds' system. If he's really sensitive, make sure you eliminate hidden dairy too - there's a list of ingredients to avoid in the food allergy faqs I think
Where are you from? There are a few creams that I use on ds' eczema that work wonders. I'm in Canada, and the brands I use are Aveeno Baby Soothing relief moisture cream and Spectro Kids EczemaCare. I tried a zillion different lotions and they worked the best
Good luck, and I hope your little guy starts feeling better soon!