Is it a good idea to have protein shakes (maximuscle etc) for chronic widespread pain?

I would doubt it. If you haven't see your doctor and see what the cause it. Some medications like cholesterol meds cause this. Lack of protein is not a big problem in the United States. Try a gluten free diet - although not great evidence some people report improvement for this type of symptom.
Not useful. This type of pain these days is referred as fibromyalgia. Exact cause remains elusive. Often patients have multiple joint tenderness as well as skin tenderness. Pain management specialist can help.