Stains and Odor.
When lady beetles are disturbed, they defend themselves by exuding a yellow-orange body fluid, which is their blood. This defense mechanism is termed reflex bleeding. The blood has a foul odor and can permanently stain walls, drapes, carpeting, etc. Thus, do not crush or swat lady beetles so as to minimize their defensive behavior.
"Bites."
Although an uncommon occurrence, multicolored Asian lady beetles have been reported to nibble, nip, or "bite" humans. These lady beetles are not aggressive toward humans, and they simply may be examining an unfamiliar substrate or they may be seeking moisture. Their occasional nibbling is not reported to break the skin or draw human blood.
Allergic Reactions.
Some individuals report an allergenic response to lady beetles. Although published reports are uncommon, multicolored Asian lady beetles apparently can cause inhalant allergies. These allergies clear up once the lady beetles are removed.
Some people are sensitive or allergic to the fluid that lady beetles secrete, which can cause contact dermatitis and a stinging sensation. However, lady beetles cannot sting, because they do not possess a stinger.
http://ohioline.osu.edu/hse-fact/1030.html
It appears per the above article that your son probably has a contact dermatitis and the lady bugs leak blood not pee. Now that is very interesting. Who would have thought.....