Some number (not, granted, a great number) of dairy cows live more comfortable lives than do the people who make the clothes or electronics that are commonly available, or the people who harvest the fruits and vegetables that show up in my supermarket. You might look into whether you have access to a co-op that places a priority on animal treatment in the production of milk products. Around here there are 'regular' gourmet shops that sell cheeses from well treated cows. (Some people favor them simply because of the effect on the milk of the cows' stress levels.) The cheeses come from all over the place, so it should be possible to have them sent to all over the place.

It's a bit pricy. But it is one alternative to completely giving up milk products.

Vegetarian is occasionally tricky but not a huge change unless it involves cooking for the family. (I have relatives who insist it is, but they are unimaginative when it comes to food.) Vegan is dietarily complicated and takes more attention to making sure all nutritional needs are met and can also impact your social life more, especially if any part of your social life has involved hanging out at pubs. On the other hand, your friends now have a designated driver.