Takes a lot to denature protein (usually brought about through enzyme "pepsin" digestion and heat). The result is individual amino acids taken up by the blood stream and shuttled to areas of repair. If anything, the freezing process preserves protein. Think about it this way...a lot of us buy frozen chicken/beef/fish, cook it and then throw it into the freezer for storage. Freezing preserves protein. Think about the iceman they discovered in (?). That guy was so well preserved (human jerkey) that they were actually able to extract his DNA even though the guy died thousands of years ago. Now, that bag of chicken breast behind the tofutti with all the freezer burn, I wouldn't eat that! lol
And no, adding whey to your hot oatmeal wont denature it. Might make it taste better though