There is no real protest vote. That is the problem. There might be a realistic vote of protest, as in voting for "none of the above" essentially voting "no confidence" in the system as it is currently offered, but there isn't that possibility in the US system.
Again, as I've said many times in the past in other place, you cannot show up once every 4 years and expect to have people pay attention to what you want. You have to show up week after week, month after month, to precinct meetings, county meetings and State meetings so that when these major elections come rolling around your party knows what you want already and then you just go out and vote for the candidates who are doing what you want.
That is how the party system works. Even for third parties. If you don't want to participate at that level, then you are going to have to first alter the way the parties work so that you can spend less time engaged in party politics. Either that or you have to accept that the parties who hold power will at best operate only tangentially to what you actually want.
Take it or leave it, but don't pretend to yourself that a protest vote means anything to anyone aside from you. Because it doesn't. What it will mean, in swing states, is that someone else picks the president you have to live under, we all have to live under. Don't be Florida in 2000. That is my sound advice on this subject.