I agree with the poter who said to have them test for celiac disease. My little cousin has it, and he was always underweight and sick until he was diagnosed. (diarreah, stomach pain, etc.). As soon as they went gluten-free for him, he started gaining weight and feeling much bettere The same kid who waighed 15 lbs at a year is now off the charts!
That said, my cousin lives in a small town in Ohio (with a small-town hospital) and they eventually got so fed up with no answers and docs that didn't help, that they brought him down to Children's Hospital in Columbus, where he was finally diagnosed.
In the meantime, you could try a gluten-free diet for a week and see if it helps with the symptoms at all. Just be careful, because gluten hides out in a lot of things you might not expect it to!
Good luck,
Kelli