Mostafa:  Why are you trying to do these three steps while extracting sulfated polysaccharides (polyphenol could be different)?  Most people don't do these steps but directly proceed to SPS extraction (see an article attached).  Good luck.

you can treat your powdered algae with petroleum ether then with acetone in a soxhlet apparatus to remove lipophilic pigments and low molecular weight proteins. 

Hexan for defatting, ethanol for depigmentation and enzymatic digestion with pronase or papain for deproteinization

Thanks all for your interesting reply.I have another question can I use active charcoal to remove all pigments from the organic algal extracts?