I've done some research on food allergy testing and had some testing done a couple of years back. With a few exceptions, I don't believe these tests are very accurate. The specificity is pretty good but the sensitivity is not (i.e., if the test is positive, there's a good chance the allergy is present; if the test is negative, there's still a chance the person may have an allergic reaction). For instance, not everyone with lactose intolerance will have a positive hydrogen breath test, but some will; some people with gluten intolerance will test negative for celiac disease but find improvement with a gluten-free diet.
I think the trick is to try elimination diets, which are grueling, but are the best indicator of what you can/cannot eat. If you find yourself better on a 2-week trial of no lactose-containing foods, it will give you a good idea on your sensitivity to lactose. But you have to very carefully read labels!