I don't know anything about dual immersion either, but the math thing is ridiculous. Where the math program ends in the school system is not the concern of the elementary school. Their concern should be keeping the spark alive and meeting his needs NOW. Who knows where you might be a few years down the road? If you're still in this school system by the time he runs out of calculus, there are college courses available to take concurrently. If there aren't any where you live, they are online.

My DS8 is going into 4th grade this year, and he will be taking 6th grade math in the middle school provisionally, perhaps moving to 7th if he turns out to be too bored with that since he's already had all of 6th and most of 7th in ALEKS. He did ALEKS exclusively last year while his class was working on their math. He did burn out on it by the end of the year, which is why we're trying to train him to the classroom again. They also are starting on online high school this year for our area, and we may get him into a class or two there by spring.

I don't know how it would work with your immersion thing, but I would keep trying on the math thing. They need to worry about now, and leave the future lack of classes for you and the future school to worry about.