Im no shark, but I did hatch one of these sharks. My answer to your first question is, don't worry that there is only a yolk. It has to start somewhere right? It sounds to me like you have a very young egg.
But as for the milky substance. Well, it doesn't sound good to me. Are you sure it wasn't air bubbles or possibly a lower SG water leaking out? Sorry if those seem like stupid questions, Im just trying to eliminate variables.
My advice is when choosing a shark egg, to buy the most developed one you can find. That way not only do you have less time to wait, but you know that it is at least progressing towards hatching as a healthy baby shark.
Just my opinion