Hi Kathylou, I'm so sorry to hear about your little one. I wish I could hug you because it's so hard to deal with when they're not feeling well.
I've had two experiences with anaphylactic reactions to vaccines. One good, one bad. However, since you've made it through the initial part, I think you're probably through the critical part.
First was my sister's cat, Owen. He got sick the evening after his shots (in 2001), went to the vet the next morning with bloody stool and a high fever and they weren't able to stablize him and lost him that morning.
Because of Owen's experience, I was hesitant to take Henry to get his shots last summer. I don't know why; the two cats weren't related and I know the incidence of this type of reaction is one in thousands (10-15K). I talked to the vet about why I was worried and she told me the risk was low but to bring him back immediately if he started vomiting, etc. But, she said, that's VERY unlikely to happen.
Well, he got his shots, I waited a little bit for a reaction and took him home. We hadn't been home 10 minutes when he started vomiting. I called the vet and rushed him back. In the car on the way, he crawled under the seat and was very sick--running at both ends as my mother calls it. If I'd had an ambulance siren in my car I would have used it. I was afraid he'd have a seizure in my car and die. It really was awful to watch him being so sick.
I rushed him in and they were able to stabilize him. He had a high fever and was bleeding rectally. They kept him overnight and within several days he was feeling better.
I would be concerned because of the long-lasting effects of this. Did the fever cause any long-term problems or things like that? It sounds like they're still doing what they can and treating the anaphylaxis. I would probably recommend a second opinion, just to put your mind at ease and ask what the long-term effects of this can be.
Poor kitties, we're only trying to protect them from the big bad world and look what happens. This year, I discussed the problem with the vet and we amended his vaccine schedule to minimize any problems.
I hope your little one is feeling better soon.