Without some type of allergan testing, it's hard to say if your girls have an inhalent allergy or not. If they do, then changing the food might not help at all. Just a suggestion, but you might want to try salmon oil on their food for a couple of weeks. I've seen it clear up itchy skin in some cats quite quickly. (About half to one capsule per day.)
But you're right about the corn and wheat allergies in cats -- many cats have problems with grains in general.
About the vomiting, I don't think it has much to do with chewing the kibble. Only 2 of my cats chew their food -- the rest swallow everything whole including chunks of meat about the size of walnuts. The problem is more one of digestion -- she's not digesting it for one reason or another. There might be something in it that she is allergic to, her stomach acid may not be strong enough, or she might have a hairball. Did she tolerate the mix of food? Has she only thrown up once? Or is it after every meal with the new kibble?
If this is more than a one-off vomiting and soft poo, I'd do is go back to what she had no problems with and then try to switch her to unmixed Halo even slower. Each type of food requires a cat's digestive system to adapt and produce the correct digestive enzymes. With Zoe, she may just take a bit longer.
Hope this helps! I know how hard trying to figure out digestive problems can be, but it just takes patience, careful observation, and sometimes a lot of paper towels!