Having done an inordinate number of rather mind-numbing A.S. practicals involving milk and enzymes the year before last, in my experience lactase always began breaking down the lactose immediately and converting a boiling tube worth of milk in less than 50 minutes at below room temperature.
To further allay your concerns, this website suggests that most Lactose Free milk has undergone UHT treatment - therefore cooking shouldn't be a problem as the enzymes have presumably been added before the pasteurisation, and are therefore denatured - I can't see why you'd then go to the extra trouble of adding the lactase aseptically after pasteurisation; and if the lactase shows in the ingredient list it presumably wasn't done with immobilised enzymes in the factory.