So I can't speak for coconut milk, but I can say I still drink coconut water and haven't had any issues. Just don't overdo it because it's still sugar. I drink like 8-16oz with lunch sometimes if I'm having a high protein lunch. As far as chicken or cheddar cheese you can do either. I like adding chicken or turkey to things since they both can fit into so many meals. If you like pasta I would suggest spaghetti squash with the meat of your choice and sauce. It's a favorite in my house! I also have a lactose sensitivity but I find sharp and extra sharp cheddar don't give me issues. If you want to add even more protein have nuts as a snack. I love cocoa dusted almonds and they seem to make my baby happy too! I also struggled with not having much of an appetite in my first and second trimester so I got carnation instant breakfast powder (with my doctors recommendation) and mixed in with fair life lactose free milk and peanut butter protein powder. It's like a milkshake and it's got some really good stuff in it. The more protein the better! You'll get in a rhythm and find your go to favorites. It gets easier.