food is complicated
Presumably it is possible to find the right combination of nutrients in nature, without taking supplements. Sure, our understanding of "right" has changed over time, but for at least several decades I gather that we've grokked the importance of basic vitamins and minerals, and I don't remember supplements being nearly so prevalent a few decades ago as they are now. So how does one get enough good stuff (calcium, protein, vitamins) without getting too much bad stuff (cholesterol, sugar, excess calories), without supplements? What is the canonical modern (wo)man supposed to eat? (The last time I looked at the food pyramid it wasn't very helpful for gleaning details. It also assumed 2000+ calories/day, which a sendentary blob like me shouldn't eat.)
what to eat
You can get calcium from non-dairy sources, but it is hard to do. Keep in mind that calcium and iron rich products keep the other from being absorbed. If you do take a supplement for calcium, don't take it with your iron pill.
There are numerous couple of theories about how to get proper nutrition from ingested food. One that I like limits processed foods - whole grain bread and pasta, fresh fruits and vegetables, nuts, meats you cook yourself (no lunch meat or anything like that). Eat sweet potatoes instead of white, avoid white rice, cultivate an interest in fruits and vegetables you haven't heard of before. I will see if I can find a book on it.
Another interesting theory that is gaining converts is the Mediterranean diet. This way of eating uses very little meat and dairy, but plenty of fresh fruits and vegetables, fish as protein, moderate amounts of wine, and olive oil as a fat for cooking. This sounds like something you would like.
There are also a lot of studies about the effects of exercise on LDL cholesterol. I can look some of them up if you would be interested.
Once I was at an event, and Cassadoria was there minus a lot of pounds. I asked her how she did it, and her answer was that she was getting enough sleep, walking more and eating less. You could try keeping a diary of your exercise (mild, moderate, intense and for how long) and what you eat (including measured portions - don't eyeball) then taking it to your doctor and asking for pointers.
You probably know all this stuff already, but I am trying to be helpful. If you want any research on the various health topics you are facing, let me know.