Here is the ingredient list for McDonalds milkshakes,
Plenty of E-numbers but no animals, I suspect they were pulling your leg.
Milkshake Base
Milk, Sugar, Whey Powder, Glucose Syrup, Cream
(40% Butterfat), Stabiliser (E412 Guar Gum, E407
Carageenan- (Standardised with sugars), Dextrose,
E410 Locust Bean Gum.
Banana Flavour Milkshake Syrup
Sugar, Water, Glucose Syrup, Natural Colouring Agent
(E100 Curcumin), Banana Flavour, Natural Colouring
Agent (E160c Paprika Extract), Acidifier (E330 Citric
Acid), Preservative (E202 Potassium Sorbate).
Chocolate Flavour Milkshake Syrup
Glucose Syrup, Water, Glucose-Fructose Syrup,
Reduced Fat Cocoa Powder (6.6%), Acidulant
(E338 Phosphoric Acid), Colour (E150 Caramel),
Caramel Sugar Syrup, Salt, Flavour, Butter Fat,
Cocoa Mass, Acidulant (E330 Citric Acid),
Emulsifier (E322 Soya Lecithin), Preservative (E202