The thing about the protoss is everything they do is pretty much psionic; weapons, shields, khala links and so on are just harnessing psionic energies and applying it. Their technology is a supplement to the psionic matrix and acts as a buffer for their diminished populace: a sufficiently strong (or amplified) protoss can do the same thing any technological unit can do.
While High Templar are associated as being “mages”, their focus on psionic prowess allows them to charge/empower the crystals used in protoss power suits that grant shields – so indirectly, they shield units – and in starcraft 2 there’s a story chain that can upgrade High Templar for their psionic storms to shield allies, so there is a direct effect of them, as units, ‘support’ allies beyond just blowing stuff up.
With the successful development of the Purifiers to recreate former protoss, that can use psionics, the technological loop is complete so pretty much any protoss unit can be compiled to another a given character name, and make them into a ‘support’ character.
A lot of suggestions may focus on choosing non-combatant characters – such as karax or rohana – because they don’t have a direct fantasy for people to impose demands on wanting them to kill stuff – as killing things is the high mark of typical HoTS play, so anything that can be remotely considered for high damage potential is generally only going to be imagine as a damage-dealer, and bemoaned if they aren’t.
That said, Adun and Khas could be considered the next-best thing to a high profile character associated with supporting the people, though in effect, they’re just literal backstory to Tassadar and all three are mostly associated with the same thing: saving the protoss by doing something unique with psionic powers in their lifetime.
So yea, tl;dr, pick a protoss and they can, in lore, be a ‘support’ hero.
However, so long as the given unit is associated with direct combat in anyway, someone will probably cry about that choice.
