Why can't I use dairy milk?
Apple juice is acidic and so is coffee. Put dairy milk between them and the proteins seize up and curdle. It happens fast and there's no saving it once it goes. Oat milk doesn't have those proteins, so it stays smooth through the whole build. If you want dairy in the drink, the only safe place for it is a whipped cream or cold foam topping that sits on top and never gets steamed into the base.
Should I shake the chai concentrate first?
Always. The spices settle to the bottom of the bottle, so the first pour out of an unshaken bottle is thin and the last one is muddy. Give it a hard shake before you measure and every serving tastes the same.
Can I make this iced?
Yes. Pull the espresso over the vanilla syrup and stir it hard before anything cold touches it. Combine the chai concentrate, apple juice, and oat milk in a separate pitcher, stir, then pour everything over ice.