Recommendation for a molecular biology book that explains how we know what we know
This is not my favourite book on molecular biology (Alberts is my favourite, and Lodish is the runner up), but I'd recommend The Cell, A Molecular Approach, by Geoffrey Cooper

This book has, for every chapter, one or more boxes called "Key Experiments", in which the author describes famous experiments that allowed us to know what we know now about that subject.

For instance, at chapter 10, titled "Protein Sorting and Transport", the Key Experiment box shows the discovery of the peptide signal by Gunter Blobel:



And the best news, the book is completely free at NCBI bookshelf:

https://www.ncbi.nlm.nih.gov/books/NBK9839/

It's searchable, but unfortunately not browsable. However, the workaround is very simple: just type the chapter title in the search box!

Of course, some concepts are so old (for instance, you asked "how do we know that there is such a thing as "protein" in the first place") that you probably are not going to find them in molecular biology textbooks, but on a book about history of science instead.

PS: By the way, both Alberts and Lodish are also free to read (and browsable) at NCBI bookshelf!