can't tell you much about pulling out of school since my boys aren't anywhere near that age just yet ... but just a thought on the dairy / gluten thing. We've been doing GFCF (gluten free / casein free) diet for about 3 months now and I have seen a HUGE difference in my boys before and after. They are both 2E and with the younger one I could see the difference within a week and with the older one took about 3 weeks. The dairy free part of the diet seems to kick in almost right away (days - few weeks) ... the gluten part though might not show itself till months later (it can be noticeable right away in cases where people are truly allergic or very sensitive but if it's just small sensitivities, it takes a long time for gluten to leave the body ... from what I've read and what I've seen at our house) ... again, looking at our younger one, I think the gluten free part of the diet is just now starting to take effect ... 3 months since we started. ... but it's most certainly worth trying!
If your son likes the band so much, maybe you should start with the diet first and if you don't see much improvement in a month or so, then pull out? Before we went on the diet, my younger one who was then 2.5 had been aggressive (for months) towards all other kids within about 10 feet radius and was very tantrummy (he has since been diagnosed with high functioning autism) and refused to communicate and just 5 days being completely dairy / casein free, he stopped hitting kids, his tantrums went from 30 minutes to 2-5 minutes if at all and he finally started telling us / showing us what he wanted or needed.
sorry I made it so long but wanted to give you some encouragement