Do we find protein not of cellular origin in nature?
On our planet, there is such an incredibly massive amount of protein creation by biological organisms (as well as smaller peptide constructs) that it would be essentially impossible to identify any that was created by a natural non-biological process.
Moreover, now that there is life, any location with the right conditions for non-biological creation of protein would likely also be a good place for modern microbes  to take advantage of those same resources to grow themselves, diverting the necessary inputs or quickly eating the outputs.
It is for this reason that we search for precursors of life in space, and have long ago found the basic building blocks. This is also why probes to other planets are carefully sterilized, because otherwise we will never know if life found on Mars is just hardy colonist organisms transplanted from Earth.
To the best of my knowledge, however, no non-Earth molecule has yet been found that has the full complexity of a protein, as opposed to just isolated amino acids.