I forget the source, but I'm pretty sure it doesn't have an impact.
I read somewhere that the heat starts the protein chains unwinding, so it's actually somewhat easier to digest. but I could be pulling that out of my ass
i tried putting it in hot chocolate one time, it made the whey hard, like lumpy, almost like cotage cheese or somthing, it was nasty, tastes like foam then!
Consider all of the things that protein powder has to go through to become protein powder. A little bit of hot water, within reason, isn't going to denature it further.
vitamin and minerals can be damaged by heat and i think that will go for the same to protein. You will still get a great amount of grams, just the the actual count if heateds, probably!