Lactose-free
Lactose-free dairy products are, currently, mostly limited to milk. And while many city centre supermarkets stock it, the range is limited to 0/.5/1/1.5% fat. I haven't currently found any more full-fat options anywhere.
These products are mainly found in supermarkets in the moe tourist and expat -dominated areas.
Gluten-free
Again, some supermarkets have limited stock, but there's a dedicated shop on Rruga Aleksander Goga with a small but comprehensive range of products.