The allergenic "active principal" of whey protein is... the whey protein itself!!! There are about 30 proteins in the whey and any of them may be allergenic to certain individuals. Each individual may be allergic to one (or more) different protein, so there is no way to remove one "active principal" unless you destroy the peptic bounds by mean of enzimatic hydrolysis, and the result is a hydrolysate (that you may buy in any pharmacy
You may try thermal denaturation in combination with enzymatic treatments (proteases), but at the end, the resulting peptides may have bitter taste. Because whey proteins are allergens and some of them are very stable to heat and denaturation, you will have to test for residual allergenicity at the end of the treatment and still, it will be no guaranties that the treatments will remove "allergenic principle". Reduction might be observed.