I'm so sorry to hear your little guy is having such big problems. Our son is in the 1st percentile for BMI though we've had no experience with chemo. Are you sure your son isn't lactose intolerant? That's pretty common and there are a lot of doctors who've stopped pushing milk / milk products because they don't make sense for everyone. The things that have helped us are thinking of calorie density. Fats and oils are the most dense, so when we do use dairy, it's always full fat. We have also added Barlean's fish oil or flax oil to everything that made sense (like oatmeal). We've also added whole milk or cream to oatmeal.
Your DS is probably too young right now for whole nuts, but we found that ours likes cashews, almonds, and pistachios which are, again, very calorie dense. Seeds are also very calorie dense and all nuts and seeds are nutritional power houses. I sometimes bake muffins and sneak in chia seeds or chopped up nuts. You can also substitute whey protein for some of the flour in things like muffins and pancakes (up to a 1/4 of the flour in the recipe, though I've found it does change the consistency). You can also make smoothies with non-dairy milk and add fruits and whey protein to up the flavor and calories. We also toss in chocolate syrup. We also give him "goober" as a snack sometimes -- peanut butter and jam mixed up in a bowl and sometimes chocolate syrup on top for an extra treat.
Lastly, we also use protein drinks. Our go to right now is Chocolate flavor Boost. It includes vitamin and mineral supplements and DS really likes it.