I don't have any protein powder, but did this as an alternative:

I mixed:
4 cups decaf coffee
i tablespoon heavy cream
some vanilla
some cocoa powder- about 1 1/2 tablespoons
12-14 packets of Splenda (mostly that much because of the cocoa)
1 tablespoon dried egg white powder
about 15 ice cubes

I mixed it in my VitaMix Blender. I had never added the egg white powder before. I had added 1-2 raw eggs before. The mix I had last night was frothy in a way I had never experienced. I had no ice cubes in the mix. It was very good!

I do WW, so I couldn't use more heavy cream, it gets too high in calories.