The protein *probably* went bad if it was exposed to air. If you've ever sniffed your protein shaker after leaving it overn8 in your gym bag, you will question the longevity of protein

Oils can go rancid, especially if exposed to light or high temperatures. Vitamins essentially decompose, but usually slowly if they are kept under ideal storage conditions.
If a product goes over an expiry date, it is at your own risk to even consider taking it.
A LOT of stuff is fine to take if it's over expiry, but I'm not giving any advice to take anything that is expired (just in case).