It's not a lactose intolerance problem at all.
I'm curious, are you from a country where milk is conventionally UHT treated? UHT milk has a sweet (and plasticky) taste to me.
while it is at the bottom of the list, lactose is sweet
For one, he didn't say anything about coffee, but rather cappuccino (and other milk-based espresso drinks) specifically. A quick google seems to show that this holds up — I found a number of other easy sources that say the same thing.
They also mentioned wide variation in lactose tolerance, including between the north and south of Italy. You'd probably want to make sure that Albania is expected to have a similar lactose intolerance as Italy's population. Even within Europe the variance is very high — head a country or two north and you suddenly get up to _huge_ population-level tolerance levels of 75-80%+ in Scandinavia.
You mentioned butter/cheese and the video covers that specifically, saying that especially hard cheeses only have a tiny fraction of the lactose content that milk does (~5%, but varying by the type of cheese). So there's no reason for cheese to be treated with the same level of care.
Who knows, but I found the video to be as convincing as any other rationale for the taboo.
We just don't have any rules on can't have coffee after a meal.
The main reason some places would stop serving coffee after 7pm is because they switch into 'bars', and they'd rather sell alcoholic drinks to make more profit. Many coffee only houses stay open past 10pm, especially in the summer.
It seems this 'don't drink cappuccinos after a certain hour' is mostly a cultural thing.