Does the type of protein powder matter in low cal baking?

I wanna try to make these low cal high protein sugar cookiesI found on instagram

The recipe says to use vanilla casein protein powder but I’m having a lot of trouble finding any online that are affordable with good macros.

So can I just get rid of the protein powder altogether and make it w just all the other ingredients to make it even lower calorie ??

If not, is a whey protein powder like warrior (UK) work just as well? And is the coconut flour necessary?

I’m sorry if my questions are stupid I’ve genuinely never baked or cooked anything before so I’m a bit confused.

Thank u <33