If you check the ingredients of the different protein powders/shakes you can see that most of them have relatively high carb counts. Even the ones labeled as "for weight loss". Other problem, some of them very high in sodium. There are some low/zero carb versions - but they are tasteless, so not for sweet tooth. (But excellent if you need protein shake after hard exercise.)

To satisfy chocolate craving unsweatened cocoa powder with whipped cream might be a better solution.

My husband easts real dark Belgian chocolate - it has low carb count, but so intense taste that he never eats more than 1-2 squares.