It was explained to us that kids with CF often need more calories than other kids of the same age, sex, height and weight due to the increased energy expenditure it takes to maintain the respiratory system. Pancreatic insufficiency, of course, makes it harder to meet those needs but not everyone with CF has that issue. Fats are often focused on since you can get more calories in a smaller package, but this approach doesn't work for every kid's taste. I agree a very nutritious all-around diet is important, not leaving out any food group, and capitalize on whatever he does like to eat.
At only the 5th%, though, I am not surprised that they are concerned. (My daughter is in the 5th% and we are very worried about her growth.) Has he always been this low on the charts or is he on a downward trend? How long has it been since he's been checked for pancreatic insufficiency?
Full-fat dairy is good for the calcium, protein, etc & is a source of calories many kids love- but it's easy for us to look at it from the perspective of adults who really don't want to end up with cholesterol levels through the roof. To be honest... it does concern me a bit at times too and I try to moderate things a bit. I give Emily plenty of that stuff but also use butter-replacing spreads with healthier fats when I can, oils with a better fat ratio, things like avocados and nuts are great, since they are high-fat/high-calorie, but it's the better kind of fat. I hope you find some good solutions that help him start to grow a bit!