Not too much. You can look up the experiments that show THC uptake in the lungs. There might be a little reclaim left if you are doing dabs or dry herb vaping but the tar from smoking would ruin your milkshake. The way to do it and get edible THC milkshake would be to fill your bong with milkshake and pull it through before you inhale. This will work way better if dabbing because of the aforementioned tar.