Is chitin actually protein? Recently insects are featured as a protein rich source for human nutrition. That humans can really digest chitin through chitinase enzym has been only recently confirmed.

But, does the chitin shell of their body actually count to the protein family? 

Wikipedia does not state a clear yes or no. It says it is derivative of glucose, and may be compared by function to keratin protein. I'd really like to exclude any ambuguity and undersrand why.
Chitin and protein are completely unrelated. 
The only common thing is that they are polymers. 
Chitin is a polymer of amino sugars while protein is a polymer of amino acids. 
Both monomers are very different and are not converted one to the other. 

In fact, chitin, like cellulose, is not fragmented by animals, so it is not absorbed. 
Moreover, chitin is a homopolymer, so even if it where absorbed and transformed to amino acids, it would yield only one (or maybe a few ones) but all the others would have to be obtained through a different source. 

So chitin is not a source of protein or amino acids.