I wouldn't think that your body would have any problems breaking down the protein powder. Your body's enzymes work very fast and efficiently(enzymes are never used up, constantly working). The lack of fiber with the shake could def. upset your gut. Lactose in milk is an entirely different issue where many peoples bodys lack the enzymes to break down the sugars in milk. If this is upsetting your stomach buying milk w. enzymes already in it(readily available @ grocerys tore) could be an option. However the lactose will be broken pre-broken down into its monomers by the time you drink it so you will get more of a sugar rush/insulin spike (which could be good after workouts I suppose).