I had an enormous issue with whey proteins in the past. Every time I trained, even just calves,
I would puke my guts out and often felt very hypoglycemic. Only years later did I make the connection between feeling like death and whey protein. Hydrolysates of whey I can tolerate earlier in the day before training. Concentrates are fine after training though.
Patrick Arnold said there are some people who are allergic to a certain fraction of whey, not sure if it was a-lactoglobulin, something like that.

Don't know if that was my problem since I can tolerate whey sometimes, just not before hard training.
A couple of weeks ago I had some whey before training again, did one set of squats and thought I was going to die. Had taken some humalog beforehand and went very hypo, got very nauseous and simply felt like a was going to die, had to lie down for half an hour trying to keep my carb drink in me.

Hadn't had any hypo episodes like that for years so it had to be the whey... next leg workout without the whey I was fine again. Strange.