I am trying to make my own protein cookies/bars. This way I know what is in them. I have a good idea on what I can replace oil and eggs with. What I am still unsure of is what to replace the biscuit mix and the sweetened condensed milk with. I don't want to use flour,dairy or sugar.Can anyone help?
Don't try to modify the recipe, unless you're ready to have a lot of failure before you get something you like. Making substitutions for all the main ingredients in a recipe (flour, sugar, dairy/fat) is a good way to make it fail.
Look for recipes for peanut butter protein bars, presumably vegan, gluten-free ones. (I tried searching for vegan gluten-free peanut butter protein bars and found this one - probably at least a good starting point.) Even if you can't find something that meets all your requirements, you can get close, and not have to make as many substitutions.
You can possibly replace the biscuit mix with a gluten-free flour and some leavening, probably in a ratio like you'd use for self-rising flour, 1.5 tsp baking powder per cup of flour, and 1/4 tsp salt. (The biscuit mix may also have a bit of sugar normally, but most of the sweetness in your recipe is from elsewhere, so that shouldn't be an issue.)
For sweetened condensed milk, you can likely use coconut milk (so that there'll be some fat, and it'll be thick) and artificial sweetener to taste.
For eggs, you can try an egg replacer in a carton, or flax or chia eggs (ground flax/chia seed and water). If you've also lost the binding power of the flour, you may end up needing more egg replacement to compensate, or even want to add things like oats help it all hold together.
But with all those substitutions, you're likely to end up with something really far from the original recipe. The texture will likely be pretty far off, if it even holds together. It'll really be best to start with a recipe that's closer to what you want.