What in soy are people allergic to and will these allergens be passed along if an animal that has eaten soy is consumed?
There are multiple soy protein allergens.  This has a pretty good review in the introduction.  Here is a list of some of the allergens (same paper).

Chickens on soy diets do lay eggs with higher concentrations of soy isoflavones than chicken on non-soy diets. (Edit: higher concentrations of soy isoflavones are also found in chicken tissues -- see ref 4 below.) References (originally found here) are:


Saitoh, S.; Sato, T.; Harada, H.; Takita, T. Transfer of soy isoflavone into the egg yolk of chickens. Biosci. Biotechnol. , Biochem. 2001, 65, 2220-2225.
Saitoh, S.; Sato, T.; Harada, H.; Matsuda, T. Biotransformation of soy isoflavone-glycosides in laying hens: intestinal absorption and preferential accumulation into egg yolk of equol, a more estrogenic metabolite of daidzein. Biochim. Biophys. Acta 2004, 1674 (2) 122-130.
Lin, F.; Wu, J.; Abdelnabi, M.; Ottinger, M.; Giusti M.M. Effects of dose and glycosylation on the transfer of genistein into the eggs of the japanese quail (Coturnix japonica). J. Agric. Food Chem. 2004, 52, 2397-2403.
Vargas Galdos, Dante Miguel Marcial. Quantification of Soy Isoflavones in commercial eggs and their transfer from poultry feed into eggs and tissues. Thesis. Ohio State University, Food Science and Technology Graduate Program, 2009; http://etd.ohiolink.edu/send-pdf.cgi/Vargas%20Galdos%20Dante%20Miguel%20Marcial.pdf?osu1236706764.


However, I do not know whether this is enough to cause an allergic reaction if consumed. (There's plenty of anecdotal evidence, but no clinical studies that I know of.)