Neilrufc, yep iterate there are many many many sauces that don't require cheese or citrus.
Just one thing, when one says a cheese allergy one can sometimes mean lactose intollerence and that would also include of course milk and cream.
That being said, none of the mother sauces require citrus or cheese (OK, some Hollandaise recipes do but you can just use vinegar). And beurre blanc is another sauce, that many might consider a sixth mother sauce, that does not require either ingredient.
And there so many sauces based on these that if you love sauce making you could saucier away for the rest of your life without ever having to consider tossing in a splash of lemon or some Stilton. And there are many sauces not based on the mother sauces. Google or find a good book on them. Read the paper, they often have great ideas. Or the mags from Sainsburys or Tesco have fine recipes.
The compound butter idea is great. But there are many other possibilities.
For example, for steaks and salmon, a Benaise sauce is a good choice.
Just one example.
A sauce can be as simple or complex as you want it to be.
A bit of wine in the fond with some shallots, maybe some capers, a bit of chicken stock, reduce a bit, that kind of thing.
If you like to make sauces go for it.
Sorry for the rant.