carol, some people who stay off their food allergens for a long time can later eat small amounts of them once a week or so--some people cannot. Daily consumption will just make the problem worse. You may be allergic to lactose and not casein, or otherwise be avoiding your allergen with the whey shakes. Allergies can be very, very specific.

There really is no difference between allergy and sensitivity, except a difference of degree. Your doc may be trying to reassure you that you have no danger with your dairy allergy of anaphylactic responses. The sort of responses one gets to food allergens range from irritating (hives) to life-threatening (anaphylxsis) to ones doctors might say are imaginary (cravings and migraines). In the last case, the doctor saying this is not an allergy symptom would simply be ignorant of recent research--not a crime, but irritating when they pretend to know everything when in fact they do not.