This is a good example how the Google algorithm is effective to combine certain associated word fields, but fails to “grasp” the real content of articles.
Anyway, back to the original topic. My (very limited) experience with making high protein breads was always employing eggs and some sort of fresh cheese variety. I know that especially the latter is tricky to come by in Japan (at least for a decent price).
Adding whey powder to sweetened items (e.g. cupcakes) dries them out a bit, so you need to up the fat content (you see frequently coconut fat added, which might be for that purpose, of for the short chain fatty acids). This in return usually retards yeast activity, so be mindful of that.
Another option would be not to aim for leavened bread, but flatbread (for wraps etc.). That would be more forgiving and I think that flour, whey, yoghurt and baking powder should give you a nice base to start experimenting.
