[Herr Brackhaus]

Is there anything to suggest that certain allergies go with certain abilities? Like the legendary cold iron vulnerability of varieties of fae?

Well, yes, kind of. All Infected seem to be allergic to Sunlight, and quite a few of them have secondary allergies as well. Elemental spirits are allergic to opposing elements. Shapeshifters are almost universally allergic to Silver.

As for normal metahumans; no, not really.

[wamphyri]

While you have insects added the ones you have listed are all due to bites or stings. One insect allergy that should be mentioned is cockroaches and unlike other insects they dont need to bite you to cause the allergy.

[kyoto kid]

...lactic acid (the prime instigator in milk allergies) is used in a wide array of different processed products, this is why I would shift Dairy up to common.