Quoting from the "Effect of Shaking on Lipolysis of Cow's Milk" Journal of Dairy Science Volume 21, Issue 11, November 1938, Pages 671–682 (emphasis added):
Eufinger (10) showed that the titratable acidity of human milk increased several fold upon shaking for a few hours, and that the increase was associated with the presence of fat since the acidity did not increase when skimmilk was shaken
Goes on to explain that two other "investigators observed a marked increase in surface tension as a result of shaking human milk".
So this confirms that a chemical change occurs due to shaking; however, it does not confirm that protein denaturation occurs.
Instead, lipolysis is the hydrolysis of triglycerides into glycerol and fatty acids.
However, generally speaking, proteins can be denatured by shaking. For example, Cell Culture Technology for Pharmaceutical and Cell-Based Therapies (2005) explains at page 486:
shaking increases the air/liquid interface ... and often leads to protein denaturation. Several proteins are susceptible to denaturation by shaking, including human growth hormone (hGH) and recombinant factor XIII, both of which form insoluble complexes after shaking
Solution Behavior of Surfactants: Theoretical and Applied Aspects, Volume 2 (1982)at page 1501:
Indeed it is likely that all proteins may be affected by shaking although not to the same extent