I knew about the Millennium Churchill and Lancero, but the Lonsdale was news to me. They are indeed phasing out the Millennium Lonsdale as well. No real reason I've heard for getting rid of those sizes other than they were the slowest selling sizes in the line. Along with those Millenniums they also discontinued a couple sizes in the Mille line: 3000, 4000 and 5000. I have also heard they will most likely pull the entire Winston Churchill line. I'm not sure if they are getting rid of the line or if they are pulling it to re-brand it since neither the bands nor really the boxes say "Davidoff" anywhere. I just checked, the boxes have small print that says the cigars are made for Davidoff.
It sounds like full boxes of those discontinued Millenniums are nearly gone now. I believe they have a pretty decent amount 4 or 5 packs of the Millenniums so those discontinued sizes should be available for quite a while.