Cold milk gives me diarrhea and upset stomach. hot milk, other milk products and lactose-free milk are ok. what in cold milk could be causing it?

Nothing: Cold milk and hot milk contain the same sugars and proteins. If you are lactose intolerant, you will be equally intolerant to cold and hot milk. Yogurt and cheese often don't cause problems in lactose intolerant people because the bacteria in the yogurt can digest the lactose and most of the lactose is used up in the fermentation process that makes cheese.