Depending on where you live, you might be able to find some Indian Ghee. It's a clarified butter made of solid milkbutter fats. Read the label carefully, but some Ghee is also pretty close to lactose free (the process of separating the butter fats from the liquid and curds can remove most of it). Also make sure to purchase the kind that has no added spices or flavoring (it shouldn't look bright yellow or orange, for example).
Alternately, one thing that *might* work is vegetable shortening (or even regular shortening if you don't mind eating animal fat).