If you are lactose intolerant, leaving out the milk is one option. You have two more good alternatives, and one that is not so good. Here are the good ones: Use the milk but add lactase (the enzyme that lactose-intolerant people lack). You can buy lactase as tablets (and possibly as powder). My wife, being Asian, is lactose intolerant, which is why she drinks her shake together with lactase.

Second good option, replace the milk with yoghurt. You'll lose some of the folate content, but you'll gain in terms of bioavailable calcium.

Worst option: replace the milk with any of the plant-based products that are sold as milk alternatives. To label them with the name "milk" is a travesty of nutrition science. These drinks do not even come close to the nutritional value and benefit of milk. And the ones with longer shelf lives may even be detrimental.