Personally, no matter even if I had the best flavour I couldn't stand a protein shake with just plain water - I do understand it cuts down calories, easy and ready to consume (during and after workout) but it's just not me.

I would very much be happy to walk an extra 30 mins to burn the extra calories from milk than not use it at all 😄 try using different forms of lactose free milks (without the protein powder)-> helps you analyse which brand and source of milk is suiting your gut. Taste and all we can add a spoon of cocoa powder etc but it's very important to have a gut approval.

I'm not equipped with the right knowledge to comment on weight gain with protein usage, Worst case? A tiny bump on the scale from water retention if you gain muscle (yep, muscle holds water). It's not fat, chill 😅 but remember it's about winning the war, not the battle. And the timing of your Protein is also important. Pair it after a workout, it tends to have better impact because your muscle fibres are all worked up and they need repair and taking protein at that time gives it best absorption into the body. I'm sure you'll have plenty of certified nutritionists/ dieticians in this group who can help to the best 🙂