Do you eat anything other than the shakes? Do you have real food meals? Are you paying attention to your overall calorie intake, not just "junk"? I don't know if whey or shake protein has the same calorie burning effect as other proteins (real food proteins) do. If you can get more protein in your diet through real food, you shouldn't need so many shakes. You're depriving yourself of decent nutrition by relying too heavily on protein shakes (which are most useful for building muscle mass, less so for fat burning).
You may also want to increase the intensity of your cardio for better fat burning. Walking is really the bare minimum. Jogging, swimming, biking, jump rope, inline skating etc would be much better. However you are at a healthy weight for your height, so please be very critical about whether you really need to lose body fat or whether your issue may be related to a gyno condition.
And macronutrients are just fat, protein, and carbohydrates. Not individual aminos.
But I think I have a good idea of what's in the shakes.