I eat Light & Fit Greek yogurt (from Dannon). It says it's gluten free on the label, and I haven't ever had any reaction to it.
Oh, wait; I just realized you area also DAIRY free. Never mind, I can't help with that.
Xanthan gum is used as a thickener or an emulsifier. In gluten free flours, it can help provide a similar texture in the finished products to those made with wheat flour. I personally am fine with using it.