Whey is made from cow's milk.  No wonder it gives you problems.  Goat cheese, there are jokes about goat cheese, won't hurt you.  Goat's milk is very much like human "mother's milk".  It shouldn't bother you.  Do not use soy in place of goat's milk.  Read about soy on the internet and see what I mean if you don't already know about that poison.

if you cook with goat's milk, your food will taste different and you may not like it.  Cooking with cow's milk, like a cake not sauce, shouldn't bother you.

Or you can start taking an enzyme, a good one, to allows you to digest cow's milk.  I use Garden of Life's Primal Defense.  After a while, you won't have to take them every day.  You won't have any problems with dairy or any other food, unless it's contaminated.  It's good stuff.