If your protease is active at > pH 6.0-6.5, azoprotein substrates (e.g azocasein, azoalbumin) should work vide ref : Sarath et al, 1989-Protease assay methods : cited in 'Proteolytic Enzymes' -Beynon, R.J & Bond, J.S - & subsequent modifications/improvements later. Also check if it acts against casein. The aforesaid reference also includes an assay method for hemoglobin. Check out the above reference-the book is also very good & a valuable text on the topic of proteases. Hope this info helps you!
Several methods are available for protease assays. Some are based on natural substrates and synthetic substrates. End point assays and kinetic assays. For a beginner end point assays with natural substrates are easy to perform. Depending on protease of interest you choose appropriate method.