KO, do you make your oatmeal with milk? That helps. Love Ruth's suggestion!
I use the Wegman's brand whey protein powder, but I don't know the calories. It doesn't have any sugar. I don't know how your calories play out, but I've found that with 10g of protein for 140 cals, the SBD cereal bars are a great choice. The Oatmeal Raisin one is just divine!
Another possibility is to make a shake with Kefir yogurt. It's a drinkable kind of yogurt, thinner than regular yogurt but thicker than milk. It has tons of good probiotics and has a massive amount of protein. When I make my shakes with that and protein powder, I get close to 35g of protein!
As for iron...have you tried SlowFe brand? I have the same problems with anemia and with iron, but SlowFe actually didn't trigger the "throne issues." Other good sources of iron are spinach and raisins, but cooking acidic things in a cast iron pan works really well too! (try tomato-based sauces that simmer for a while) I'm sure there are other iron-rich foods out there...just use www.dogpile.com
or Google to search for 'em.