The only thing I would say here is that I would generally advise against drinking calories if your goal is weight loss. Though if you are going to drink milk regardless I would recommend whole.
Also regarding Cholesterol.
There are LDL and HDL lipoproteins. Both transport cholesterol through the bloodstream, but they play opposite roles. You need both of them, but in the modern 21st century diet it's easy to get too little of the latter and too much of the former. So generally people will call HDL "good cholesterol", and it's why the narrative of things like egg cholesterol have changed in recent years.
HDL removes excess cholesterol from the bloodstream and carries it to the liver for disposal. LDL carries cholesterol throughout the body. As a result it can create plaque deposits and thus heart disease. Basically the HDL to LDL level correlates with
Ranking best HDL to LDL ratio foods: fish, olive oil, avocados, nuts, eggs > red meats, full-fat dairy products (e.g. whole milk) > fried foods and processed snacks high in trans fat
You could also think of it like unsaturated fat = good, saturated fat = depends, trans fat = bad
That said there are other nutritional benefits of foods in that second tier, so I would not necessarily say they are worse for you to eat depending on your goals; this just only looks at it in the context of cholesterol.