Have you tried rice milk instead of soy milk? I have found that it cooks much better. I'm not usually vegan but I use it for things like french toast and pancakes and it is quite nice in those things.

Re: vegan cheeses
There are some nut cheeses that are nice and that melt well. You may be able to find them somewhere. I also once used a cheese made from brown rice that was excellent. Alas, I never found it again. Other than those, I agree that most vegan cheeses are scary.