I recommend eating a healthy balanced diet while you're in training for a triathlon. I'm not a fan of fad diets, or any diet that cuts out protein, fat or carbohydrate.
Generally it's important to feed your training. Meaning you should eat more around the times you train. For example if you train in the morning, eat a little before you train (for example a banana) and then have a good-sized breakfast within 30 minutes of finishing. The same applies if you train at lunch or in the evening. You want to eat your biggest meals after your workouts and make sure you're not hungry before you start. This will help you recover quicker and maintain your energy levels.
During a workout your carbohydrate stores will typically run out completely after 90 minutes (2 hours at most) of exercise. After this point you'll feel weaker and more tired. You'll train better and recover quicker if you're optimally fuelled throughout.
Think of carbohydrate as your go-fast fuel and fat as a long-lasting slow fuel.
During your long rides and runs, you'll be burning calories at a ratio of 65% carbohydrate to 35% fat. We all have enough stored fat that we don't need to consume anymore during exercise.
You can consume any kind of carbohydrate during your long workouts. Energy gels, sugary drinks, cereal bars or whatever you like. These things aren't normally good for you, but during endurance exercise they are what your body needs.
During your long workouts you should consume around 50-60g per hour of carbohydrate (maybe 30-40g per hour for running). The smaller you are the less you need to consume. 60g is the same as about three energy gels per hour. It may seem like a lot but the body can actually absorb up to 90g of carbs per hour (for bigger athletes). You also need to eat some carbohydrate before your morning workouts. For example a banana before and an energy drink during.
I would not worry about taking protein supplements, just eat some protein with most meals. Consumed protein provides no energy during triathlon training but it does play an important role in repairing your body afterwards, along with carbohydrate and fats.
You can read more nutrition advice in Coach Phil Mosley's Blog.