Whey protein isolate. I am also lactose intolerant and while this is slightly more expensive than the most commonly sold whey protein concentrate it prevents the daily pants shitting that concentrate would cause, so it’s super worth the extra 5-10 bucks.

Caramel apple empanadas were exactly what I was looking for in this comment section. Those were absolutely incredible.

Losing weight is actually more about eating at a calorie deficit rather than what exercise you choose. Exercise is still very important in overall health though and can certainly help lose weight, but the actual mechanism is a calorie deficit.

But to more answer your question, chose something you enjoy so that you actually have motivation to stick with it. If you like cardio, do cardio, if you like weight lifting do that, if you like calisthenics do that.

And the last thing, be patient with it and yourself but be consistent in both exercise and eating well. As long as you are consistent you will see results.

Good luck!