I have the same problem developed at the age of 39. It took me 18 months to finally realize milk products were an issue. I am off dairy now and feel much better. It was a terrible headache with all the muscles tightening up.
Surprisingly, I was diagnosed with a milk allergy when I was a child and one of my main symptoms back then (years and years and years ago!) was a headache/pressure such as you're describing. I did also have abdominal symptoms with mine, but the headache and pressure feeling were definitely related and problematic. I would also get some dizziness and the difficulty with eye focusing.
When my allergy was first diagnosed (keep in mind this was back in the early 70's), I was taken off ALL dairy products and anything that contained "caseinate",which we were told was a milk protein. Originally I was also taken off all wheat products to see if gluten was at least adding to my problems -- of course, with all these restrictions, it made it extremely difficullt for my mom to even be able to pack me a lunch for school! After a couple of months on this extremely restricted diet, we began adding things back in slowly and the only thing I had trouble with (same symptoms as previously) was milk and anything with the "caseine". This confirmed the diagnosis for my doctor, so I was kept off of all dairy products. Of course, also, back then, they did not have the lactose free option. I stayed on this dairy free diet for many years.
Now, as an adult, I am able to have some dairy in my diet, but I definitely still can tell when I've had too much - I will begin with the headache and pressure/full feeling in my head, as well as some light headedness. Sometimes I will have abdominal symptoms such as diarrhear or cramping, but not always. It's also difficult to always tell HOW much is too much - sometimes I can get away with say a bowl of cereal and perhaps an ice cream in the same day, but other times a single piece of cheese can cause me problems.
I've tried a little of the lactose free products, but I don't care for them at all, so I honestly don't believe I was able to give them a "proper" test to see they would make any difference for me. Since my sypmtoms are not real severe and I've basically "gotten used to them", I simply decided to just keep my dairy intake as low as possible - I do eat cheese but not every day - I don't drink milk, but will put a little in my coffee (when I drink coffee which also is not every day). It's rare for me to have a bowl of cereal, so I don't use milk that way. I will eat some ice cream, but again, I try to limit the amount that I have and definitely don't eat it two or more days in a row.
I guess basically what I'm saying is yes, it IS possible that you are having an "allergy" to milk, even with abdominal symptoms. However, I'm also wondering if, since you said it's mainly a problem with cottage cheese and yogurt, if it might possibly be the cultures they add to these products, as opposed to the milk itself.
It is definitely possible for a sensitivity or allergy to present itself quite differently in different people - just because one person may get a rash as their allergic reaction, it doesn't necessarily mean that someone else cannot get a differnet type of reaction from the same substance.
You may want to try the "avoidance" test on several dairy items for a while and then slowly begin adding them back in to see if you can tell exactly which items give you problems. When you begin adding things back in, add only one at a time and allow for a minimum of a couple of days before adding in the next item - that way you can tell easier what you're reacting to - sometimes a reaction may not be immediate, so it's best to give a new item a couple of days to see if you're going to have problems with it.
Best of luck and please let me know how you make out!