No, whey protein powder is not bad for you, in fact quite the opposite and have a great many health benefits including muscle development and weight loss.
Egg protein powder is made to provide a complete protein source to supplement your intake. The use of egg protein powder has no substantial drawbacks.
No, casein protein powder can be an excellent source of increased protein intake when used correctly.
Protein powder before bed can be useful when trying to build muscle, but it may not be optimal for those seeking to lose weight.