generally, yes. Thats usually what I do. But most of the time I will eat something small, like a piece of bread with my shake if its with water. Maybe its just me, but I feel like whey with water is absorbed so fast that you just piss some of it out, so i feel the bread helps actually absorb it better. Dont know if it has any science to it.
but for sure milk b4 bed. Its mainly a slow digesting protein so its good while fasting. If dieting, I would say drop the milk. Some people dont handle dairy very well, and it makes them bloated. Plus there is sugar in milk. But listen to your body
The fats in milk would slow digestion.
When the whole fats enter the duodenum(first meter of the small intestine) they send a hormone signal to the stomach telling it to slow down to give the fats time to break down before entering the small intestine. Since nothing is absorbed in the stomach, only chemically and mechanically broken down, mixing whey with milk post workout isnt the best idea. You want protein NOW post workout. With milk before bed would be a much better choice.
Although there are MUCH better options that whey before bed, since it is quick absorbing. The milk will not slow digestion down enough to be a good bedtime meal. Things like cottage cheese, casein, or a protein complex is a better idea.