That sounds like a frustrating conversation with your DR.
Lactose intolerance will occur to some degree in 80% of adults, increasing with frequency as we age. It is a normal part of maturation for your body to produce less lactase, the enzyme that digests lactose, as you get older. For some people, lactase production gets really low very early in life (people of Asian descent). For some people, lactase production never stops (people of northern European or Scandinavian descent).
You may find that drinking a glass of milk makes you nauseated but eating a small piece of cheese causes no problems. Each of those food items has a different level of lactose in it.
Keeping a food diary might help you sort through some of this.
In addition to lactose, dairy products contain proteins which causes unpleaseant results for some people. That's why some folks prefer goat milk to cow's milk - the proteins are different. Both kinds of milk contain lactose, however.
Other foods that are likely culprits of digestive problems are those containing gluten (see gluten intolerance), or those containing fructose (see FODMAP).