Yes blue cheese dressing does contain small amounts of Lactose so if you're Lactose intolerant the blue cheese dressing may cause issues such as stomach cramps, abdominal pain etc.
Blue cheese and blue cheese dressing contains around 2 grams of lactose per ounce of blue cheese and blue cheese dressing.
So if you're severely lactose intolerant you should avoid eating blue cheese or blue cheese dressing.
However if you do want to eat some blue cheese or blue cheese dressing when you're lactose intolerant you should not eat too much.
Just eating a little bit will let you know if it's gonna bother your stomach and if it does then avoid eating it.
But if you eat small amounts of the blue cheese dressing or blue cheese and it doesn't bother your stomach then it's okay to eat small amounts of it.