Cold soup
No problem. I've seen a lot of recipes of people baking with it (protein muffins and etc) and making like hot chocolate with it and whatnot, and from what I'm seeing online it's fine. The reason word got around that you shouldn't is that it technically "dentures" the protein, but that just means that it's broken down into the same amino acid forms that it would have been broken down to after you ate it. So it doesn't actually change the nutritional value or your body's abillity to process it.
Here's one of the articles I found if you want to look into it further or get a more detailed explanation. :)
https://www.livestrong.com/article/528865-can-i-heat-whey-pr otein/