There could be a few reasons why your son is doing this. #1, if the pediatrician recommends whole milk, I would feed him that, not soy milk. Unless your son is allergic to cow's milk, you really don't have a reason to switch. Don't worry about him making more poop. As he gets older, he will eat more, and therefore, he will poop more. And the more different kinds of food he eats, the stinkier his poop will be. That's just part of life with a baby. Don't worry about it.
Some people, including babies, do not digest soy milk very well. Soy can give anyone a lot of gas, and your son may be waking up with terrible stomach pains because of this. Also, soy milk does not stay in the stomach as long as cow's milk does, so he might get hungry more quickly between feedings if all he's getting is soy milk.
A change in daycare might be a factor if the problem is actually sleep terrors. These are like nightmares, only worse. These sometimes start around age 2, so he's at the right age for it. If he's having sleep terrors, it will be hard to get him back to sleep once he wakes up screaming, so I'm not surprised that he doesn't want to so back to sleep, even though he's curled up next to you.
I would put him back on the whole milk and see if this helps him sleep more soundly and longer through the night. If he's having stomach cramps, this could be causing the sleep terrors because he's in pain and doesn't know how to handle it. All he knows at that age is that he goes to sleep just fine but wakes up in pain, so he could be associating sleep with pain -- and you definately want to put an end to that.
All kids his age have some amount of separation anxiety. They don't want you to leave them with anyone else, but once you're gone, they soon stop crying and enjoy themselves. As long as he's happy to see you when you pick him up, he's fine.
I hope this is helpful. ( :