Ok... First off - FIRE YOUR DOCTOR. You should never be dismissed like that, it's unprofessional and you deserve better care.
Did they do blood work. A CBC takes 2 seconds and can determine a deficiency. You should have your B levels checked, Iron levels (you could be anemic) your thyroid should be checked as well.
I dont think there is a correlation between the fatigue and your response after eating dairy. If you do have a food sensitivity it would be that your lactose intolerant and should avoid all dairy food. Believe it or not, packaged ham has a preservative in it that contains a form of dairy.... Yeah it ***** I know.
As for protein in your urine - Here's a link from a reputable site.
http://www.mayoclinic.com/health/protein-in-urine/MY00630
I hope I've helped you and please you deserve better, find a new doctor.
:) Goodnight
I'm not sure but doing exercise sometimes helps with energy levels, and eating healthy food does as well. Also taking iron supplements might help, if you're anemic.