I haven't tried to make hot protein drinks yet. Mostly because I hadn't even THOUGHT of it until I saw this thread.
But now that I have heard the idea, and I've heard the problems you're running into, I have to ask a question. (It's the sort of question that one might expect from a totally inexperienced newbie such as myself, so here goes...)
Why not mix the powder into COLD milk, and then dissolve it nicely without lumps, and THEN heat it up? Does it taste awful? Does the heat kill the protein? Does it create new lumps? Just wondering. I need the voice of experience before I waste time experimenting!