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Caramel color is one of those celiac urban myths that just won't go away.

Here is Shelley Case's take on it, from Gluten-Free Diet A Comprehensive Resource Guide:

[Emphasis in original]

And part of this urban legend is that this high level of processing removes all the gluten (or other allergen). Sensitive individuals DO react even to these highly processed ingredients. On the other side, I never had problems with caramel coloring or glucose syrup here in America. Can't say the same about Europe.

Also - unless you guys are doing something totally different in the states, I am really unsure how you can even tell. Lots of the gluten-free mixes over here taste exactly like the normal version of the cake??

I don't use mixes, but otherwise I have the same experience - cakes and cookies are the easiest thing to make gluten-free without people noticing any difference... I use bean flour if I want to make flour cake. Most often I skip the flour and use only "the good stuff" as my family calls it - nuts, coconut, chocolate, pinapple, poppy seed, cocoa.

I didn't experience exactly insomnia, but after going gluten-free and every time after major glutening I got into a kind of 'hyperactive mode'. It felt as if somebody slipped a few extasy pills into my meal. I wouldn't be able to fall asleep before 1-2am and even like that I would wake up at 5am, I wouldn't feel a tiny bit tired working all day non-stop until late at night... (almost feels worth getting glutened ). It always lasted a few days/a week, then after a few lazy days I would be 'normal' again.

yes, and it went away quite soon, probably like a week after going gluten-free.

Gaining weight was one of my symptoms. It always came in waves - I would gain up to 10 pounds a week, then loose some but not all. When I finally went gluten-free, I had about 25-30 extra pounds and probably even more if I count just fat, because I started loosing lots of muscle tissue about a year before diagnosis. Lots of the extra fat is gone now and I hope as my body heals the rest will follow soon.

It took me 5 months on gluten free diet before the itching got any better, so don't give up. I used to scratch my legs and scalp until there was literally no skin left. But at least I could scratch it. The itching in my feet, palms and worst of all inside my nose/ears/mouth, where no scratching was possible/effective was driving me nuts.

As someone else suggested, you might also try the elimination diet. I'm now getting the terrible itchy feet again, and suspecting soy oil as the culprit.

And maybe look for other possible causes beside your pantry. I wasn't able to use any laundry soap except the real 'no-residue' ones you can buy in sport/outdoors stores (Nikwax or what's the name). Now it seems a bit better, but still have to be very cautious with all these household chemicals, including things like scented toilet paper.