First comes allele A, which is advantageous of itself, and requires a thousand generations to fixate in the gene pool. Only then can another allele B, which depends on A, begin rising to fixation.

That doesn't sound right to me.

First, fixation is much faster. The earliest known DNA sequence with the lactase tolerance gene is 4300 years old. That's less than 200 generations ago and the gene looks to me to be quite fixed in the Northern European populations.

Second, allele B can piggyback. Allele A spreads through children of allele A carriers. If some subpopulation of A carriers also has allele B, their children will also have both A and B and these children have even more of an evolutionary advantage than children of just A (but not B) carriers.