How to gain weight

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Hi! I'm looking for tips and advice on how to gain weight. I'm 7 stone 10 and 5ft 5inches so am small. I eat about 2,000 calories on average per day but never gain weight. I am attending a PT and doing resistance training. It's been 4 weeks now and not a single pound Gained, if anything I look smaller. Any tips on what to eat? I used to be heavier (nearly 9 stone) but lost the weight after a break up. Please give tips!!! Am also lactose intolerant so struggle to get Protein through dairy products.

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