I don't consider protein powder paleo as it's processed. Same with almond milk.
However, if you are of North European ancestry, I don't think that small amounts of high fat, RAW dairy are massively harmful, especially if it's fermented. I eat small amounts of raw goat yoghurt or raw goat cheese 2-4 times a week. I think all dairy does negatively affect weight loss though
Problems with dairy -
Conventional dairy - artificial hormones and antibiotics in the fat, effect on pasteurisation on the proteins, strongly insulinogenic effect of the proteins.
Organic cow dairy - natural oestrogens in the milk, effect on pasteurisation on the proteins
Goat dairy I generally consider better as they don't milk the goats when they are heavily pregnant. Some cow dairies, particularly the raw farmers, also have more traditional milking schedules
There's been reports and studies about dairy proteins having opiate-like effects on the brain but I have to say I'm not massively convinced by that
If you're going to eat dairy, eat it as real dairy and real food - organic RAW yoghurt or organic RAW cheese or organic RAW butter. Everything else - no
Want easily digestible protein. Liver, tuna, prawns, or squid rings. The latter two are almost all protein. As is white fish.