https://patents.google.com/patent/US7829130B2/en via https://www.reddit.com/r/chemistry/comments/1claif5/getting_...

From my understanding they take advantage of lactose being smaller than milk and they just get the milk "stuck" in the filter and then throw out the unfiltered lactose.

They remove a part of the lactose first, then add lactase. It's not as sweet anymore then.

Yes, they do it with ultrafiltration and as the patent says with nano filtration and, with salt addition to get reversed osmosis. The steps are quite clear described.