Sugar-free Jello pudding is not a great low-carb choice... the pudding mix itself has 7-8 carbs per serving, and is full of starch.
Use heavy cream, and you add 6.6 carbs for each cup... 2 cups, you've added 13.2 carbs. If you use half & half, you're adding even more carbs. You certainly don't want to use whole milk if you're not in the maintenance phase - full of milk sugars, and about 13 carbs per cup.
Using all heavy cream, if you figure 4 servings in a package, you're up to about 11 carbs per serving. At 8 servings, you're still getting 5-6 carbs, for not much punch.
You'd be better off making peanut butter pudding, mousse or ice cream to satisfy a sweet tooth.
As far as soy milk... if you can find one that is unsweetened, or sweetened with Splenda, you could probably use it... just watch for any added sugars, and count the carbs.