You should not eat any food rich in carbohydrates within ~2hours of you going to sleep. Protein (esp slow digesting like Casein) you can (and even should) right before you go to bed.
I've never seen any kind of diet where the calories contined in milk in protein shakes would be a problem (or the amount of milk consumed in general), as long as you are not lactose intolerant or something like that.
I don't see any kind of fish, chicken or lean beef in your diet, try to add those before you begin to supplement with whey or something similar.
Supplements are great, but they are there to supplement an already good diet, not to substitute for one.
Read everything written by John Berardi and David Barr on this site, plenty of info about nutrition there.
( http://www.T-Nation.com/archives.do?y=2007&s=dietAndNutrition )