There are so many symptoms I'll address them individually:
1) Urinary frequency with thirst and low back pain
These symptoms can be from kidney problems or endocrine abnormalities such as diabetes or others. Supplements (such as whey protein) can contain unannounced additives that can be harmful to kidneys. It sounds like your kidneys were evaluated, this is usually done by looking at urine. Bloodwork can look for diabetes, such as Hemoglobin A1c
2) Color changes to stool
Many things can change stool color, darkening is concerning for blood, lightening is concerning for lack of bile in the stool. A simple test called "guiac" can be done to look for blood in stool. It's important to eliminate blood as a reason for darkening since that can be from inflammitory bowel disease, precancerous or cancerous polyps in the colon, or hemorrhoids.
3) Headache
An MRI can look for blood in the brain, the neurologist is the right person to ask about headaches and feet numbness.
4) Elevated Bilirubin
Elevated bilirubin can be from viral illness, other illness, or issues with gallbladder. This can be looked at with ultrasound, CT or HIDA scan. If not from gallbladder, some people have mildly elevated indirect bilirubin as an inherited disorder, called Gilbert's.
5) Testicular pain
Testicular pain can be due to problems with the testes, muscles supporting them, or radiated from other nearby muscles or organs that can irritate the nerves that also innervate the testes. A urologist is the right kind of physician to ask about these problems. The most important thing is to rule out something that requires immediate surgery like tortion, an ultrasound helps look at that.
I have seen a neurologist who thought I was unremarkable. He didnt administer many tests but I got the picture he knew what he was doing. He mainly checked for reflexes which were fine. I have had a numbness in my feet though.
To my knowledge, whey protein should not cause any of these symptoms. Stop taking it just to rule it out completely. Have you seen a neurologist yet?