Did you have any burning upon urination or any other abnormal
sensations that might cause you to observe your urine
I am not a doctor and certainly not a urologist, so I can't even hazard a guess as to what "cloudy and milky substances" in your urine might indicate.
I have never noticed anything about my own urine other than color changes. Diet, medications, time we have "held" our urine, some beverages............