
Non-animal whey is already a thing you can get in products in stores today! Perfect Day is the main company I am aware of doing that. They use precision fermentation to do so. https://perfectday.com/made-with-perfect-day/
There are also groups working to do non-animal casein which is the protein in dairy-based cheeses that gives cheese most of its important replicate properties
Or you can also just go with other plant milks like oat milk, pea milk, soy milk, etc. Some types like pea-based plant milks emulate dairy milk better than others if that is what you are looking for
Yep, all of them already do - including standard plant-milks! Have baked plenty with oatmilk and soymilk before and gotten great results with no issues. Had others try what I had made and they had no idea there was anything substituted. It’s a one to one substitution too
Also can sub stuff like buttermilk too. Use a plant-milk and add something acidic (lemon juice, white vinegar, apple cider vinegar, etc). Can look up plant-based buttermilks recipes to find the ratios here
You can sometimes even just use water in some recipes that only call for a small amount of milk too. Though that is less reliable than using plant-milks
If you’re not super familiar with using plant milks, I will note that coconut milk specifically has a very strong flavor which can change the overall flavor. This unlike almost all the other mainstream plant milks which don’t really noticeably change the flavor when baking. I tend to only use coconut milk when a recipe calls for it specifically or you can lookup recipes that use it if you are inclined