I have a 5 yr old with a life-threatening peanut & tree nut allergy. Unless you have seen a reaction, it's difficult to understand how lethal these foods can be. It's very scary and not something I had ever experienced before.
From my experience, most of the grocery stores, including Whole Foods, Tom Thumb, Kroger, Albertsons, Super Target and Walmart, have nut allergen warnings on their baked goods. Most of the boxed mixes are okay, though a few will have warnings on them. Fortunately packaged foods are supposed to be labeled.
I haven't found a mom & pop-style bakery that will guarantee no exposure to nuts, so I just bake my own from a box. My daughter's school doesn't allow birthday parties, but when we have class parties, I send safe treats for my daughter.
I wonder if the parent of the child with an allergy could send a safe item? Most parents of allergic children I know would not want to risk their child eating something that may be safe without having read the label.