Are you sure it’s the lactose?
Does milk and/or cream cause you the same problems?
You may consider using the digestive enzyme lactase to help your body assimilate the whey, which is a great, anabolic protein, and it's really a shame not to use it.
Although if you’re that sensitive to it, enzymes may not be a cure-all.
But to answer your question, yes – egg powders are also an excellent source of good bio-available protein.
Some companies charge a little more, some a little less, and some about the same.
In the end it probably averages out to about the same.
I’ve only used blends that include egg, but not as the only source.
All provided favorable results, and depending on your degree of sensitivity, you may wish to try an egg & milk blend – or anything where the milk concentration is diluted and/or slower absorbing.
Perhaps that and an enzyme would do the trick.
Many a great physiques were built on the egg/milk combo.