If you want a product that is allergen/intolerance safe and/or compliant to a certain cultural standard - be it political (vegan, vegetarian), dietary (low carb, low fat), or religious (halal, kosher...), one statement of compliance usually does not make it safe to imply another.
How ingredients and allergens have to be labelled is very dependent on local law. If we are talking countries that are close to the european approach, everything intentionally added (and not considered removed again in the finished product!) will be in the ingredients list, and possible allergens will be in the allergen statement. If you find them provably present in relevant amounts without being in that list, do talk to the manufacturer and possible escalate to local food safety authorities.
It is important to know that even in these countries there are exceptions to mandatory declaration for certain food groups (possibly having to do with trade secret protection being considered more important than health relevant information on foods considered unhealthy/for moderate consumption anyway); these are defined in relevant law - alcoholic beverages and indeed chocolate are typically among these exceptions, so find and read the relevant laws. Allergen labelling SHOULD not be affected by these exceptions but COULD be excepted.
Your best bet for finding something that will meet your criteria is looking at local manufacturers - if there was a globally active chocolate brand that only did dairy free in their production it would have been mentioned here by now...
These brands seem to have "vegan AND lactose free" products in the european market, if it helps: