how much are you spending on your whey?
I can get 2.1kg of quality whey for $25 US currency.
you could blend up cottage cheese...that's about it. you need protein to make a protein shake, and aside from dairy, your protein will come from animal meat, or eggs.
and i'm not a fan of drinking egg whites....yuck. if you do it, you need to buy pasteurized egg whites, or you could get salmonella poisoning from raw uncooked egg whites.