If you have lactose intolerance, do you have stomach problems with all dairy products or just some?

Most: lactose is in anything which contains milk, unless it has been removed specifically. The more milk, the more lactose.

Varies; product/volm: Milk retains a full load of lactose sugar so it or products with milk as a main ingredient have a high frequency of symptoms/volume. Something like sharp cheddar cheese has lost most of the lactose during production, so a similar volume of material is unlikely to trigger symptoms. If you take lactase enzyme (a pill) prior to ingesting these products you may be symptom free.