Which macromolecules were present in the unknown solution? in the milk?

Lipids and proteins.

Lipids are macromolecules which provide insulation. 
A macromolecule is a large molecule. There are four groups of macromolecules: carbohydrates, proteins, nucleic acids and lipids. Lipids consist of glycerol and fatty acids and are constructed from fats, oils, waxes, phospholipids and steroids. A lipid's function is to insulate the body and provide warmth in cold conditions. It can be concluded that a person with very little body fat gets very cold easily and a person with a lot of body fat gets very warm very quickly.

Proteins are biological macromolecule and mostly composed of enzymes. Proteins play a role in the physical make-up of a cell or acts as a cytoskeleton –maintains cell shape and figure. These proteins plays different roles and works with nucleic acids and other macromolecules in the cells including cell cycle, cell adhesion, immune response and cell indicators.