Protons are said to be massless, but a proton may have mass that is so small that we cannot measure it easily. We can't currently say with 100% certainty that it is massless- only that it is at most very, very small: < 1×10−18 eV/c2
First, I'll assume you meant 'photon'. With that in mind, is it your assertion that if photons have no mass, they necessarily possess no energy?
Because if so, and assuming you have some reason for believing this i.e. you can prove it, I would urge you to forward these findings to a physics journal of your choice posthaste, as this basically represents a total refutation of much of physics of the last century or so. You will easily win a Nobel Prize.