Hello and welcome!
While protein in a urine may be totally different issue than your feet, it still may be due to Diabetes or some kind of kidney dysfunction. It needs to be checked.
I am not a DR but what you wrote ring a bell for me. I suffer with RSD (Reflex Sympathetic Dystrophy Syndrome) as a complication after my spinal fusion. RSD may appear after surgery especially if nerves were involved, as well as any trauma: sprains, damage to blood vessels and nerves, fractures, and even some brain injures.
I am picture perfect when comes to symptoms. The fact that your feet are "bruised" which probably meant purple in color, tells me that this may be a case. Remember again I am not a doctor and can't diagnose you, just my own experience only.
Symptoms I experience:
Leg (my right leg affected) and foot gets swollen and purple in color. Although sometimes it may be very pale or red too.
Due to swolliness, skin texture changed: very thin and shiny, sometimes gets very sweaty and cold.
Changes in skin sensitivity: even when sheets touch my skin on this leg is hurts, it impossible to handle.
Mostly leg is very cold, although sometimes it may be very hot.
Burning pain; do you experience any burning pain? This symptom shows nerve been damaged/involved.
You said you lost your nails; definitely RSD affects your nail growth patterns, although I never lost my nails. Again, all depends what causing your RSD and symptoms may be a bit different.
You said you lost your nails and it got treated. Was it nail fungus? RSD can't be treated, no cure- no treatments. Nothing can help your nails if you have RSD.
The burning pain- no matter either you stand, walk or sit or in bed - pain is there, resting is not a help for it. Do you experience stiffness too? RSD affected joint / body part usually very stiff and affects joint motor ability thus decreases ability to move body part/joint.
I am not sure what is your problem, but just an advice, discuss this possibility with your DR. And think hard what could cause your issue since RSD doesn't just appears, it should be something causing it.
Did you have any resent surgeries, trauma which could cause nerve or blood vessels damage, did you hit your head by any chance?
Your body is crying for help, tells you something you need just to listen and try to help.
Wishing you best luck and hope your DR will find the way to help you.