I looked it up. According to this article

http://www.bodybuildingforyou.com/protein/whey-protein-supplements.htm

Milk has 2 proteins - whey and casein. The whey is separated from the casein when they make cheese.

If that is the case, then I would think that all whey dairy derivatives would be okay if it's the casein that is the problem for mercury toxic people and not lactose. I can't think off hand what are whey products, but I'm sure I've seem some butter spreads that are made of whey. I don't know if there is lactose in whey.