The FAA does have a list of approved meds, they just don't make it public because they want you to ask your AME, vice making your own determination. There are various places online where you can find the list, keeping in mind that in some cases the real point of concern is not the meds, but rather the medical condition.
As far as supplements, the FAA bans meds which are addictive/mind altering, likely to degrade your physical or mental performance, or cause incapacitation.
They don't really care about long-term health ramifications, or whether a sporting body banned something to ensure fair play. Apples to oranges comparison.
Muscle milk works fine for improving/extending stamina for amateur training. I don't think it contains anything the FAA cares about (hope not).
Also keep in mind that the DOT drug tests do NOT test for all meds banned by the FAA...DOT focuses on opiates and commonly abused recreational drugs.