Is it ok to take 2500 mg b12, 250 mg of magnesium, and a 13.5 gram protein shake one after the other?

Yes, however...: This is totally safe. However, magnesium (and other minerals) are best absorbed on an empty stomach) so waiting a half hour or so between taking magnesium and the protein shake may enhance absorption. Some forms of magnesium are better absorbed than others- the best-absorbed are taurate, glycinate, malate, aspartate and citrate.