Hello! Its possible that the headgasket could be the cause for the milky fluid, but its more common to just be an intake gasket. Usually when the headgaset fails, the coolant leak into the cylinder, or externally. Its not as common for the head gasket to blow between the coolant port and oil drainback. Intake gaskets are VERY common.
As for the oil filter issue, the contaminated oil may have caused the oil presssure relief valve in the oil pump to stick. The relief valve is what regulats the oil pressure to keep it from going too high. If its stuck shut, it won't allow excess pressure to bleed off, so the next weakest spot will give way, which is the oil filter gasket. You can try to dissasemble the pump to free up the valve, but I would reccomend just replacing the pump (this of course, after you fix the coolant leak issue).
Please let me know if you have additional questions!