"it doesn't work as a protest"
It absolutely works as a protest. The reason governments are able to govern in so-called democracies is because of a thing called mandate ("an authorization given by a political electorate to its representative" - The Free Dictionary).
If you vote, no matter who you vote for, you are giving the elected government a mandate. If you withold your vote, you deny the government a greater mandate. At some point (don't ask me at what point that would be), when the turnout for an election is so low, the elected government loses legitimacy - only then will we stand a chance of seeing some real change and real democracy.