Ustadh, are we allowed to consume dairy products in Western countries, and anything that contains them, given that they may use rennet from animals that were not slaughtered in a halal way?

It is sufficient for you to look at the ingredients on the back because it says, for example, that this is cow milk, goat milk, and so on. That would be sufficient, as the asal is permissibility when it comes to these things. But if you see something that has impurity in it, or some products relating to pork and so on, then you know this is forbidden.