You may have a problem with dairy fat more than lactose. Have you tried a skim milk/no fat yogurt? And if so, does it seem to bother you as much as stuff that's 2% or full-fat?
Also, have you tried goat's milk products? Goat's milk has less lactose in it and is supposed to be much easier to digest. My husband says there's a health guru on talk radio who is a big advocate of it; says everyone should switch from cow to goat dairy because it's easier on the digestion and has more healthy stuff in it.