One concern is consuming raw and lightly cooked eggs due to the risk of salmonella or other food-borne illness. To reduce this risk, use only fresh, properly refrigerated, clean eggs with intact shells, and avoid contact between the yolks or whites and the shell. For recipes that call for eggs that are raw or undercooked when the beverage is served, use shell eggs that have been treated to destroy salmonella by pasteurization or another approved method. Liquid pasteurized eggs are another option for the eggs.
For individuals with a lactose intolerance or milk allergy, consider modifying the recipe by using liquid non-dairy creamer or soy milk. Flavorful Fortified Food - Recipes to Enrich Life has a recipe for Dairy-Free Eggnog. Have you tried that recipe?