Krav can be a full body work out, but won't build excessive muscle mass; just not the right kind of training. It will help you be stronger and lose body fat, and the protein shakes can supplement a healthy diet and fuel your body. I'm not active in Krav training right now, but I do some pretty intense training through Military Athlete; I take protein about 15-30 min before I start and then immediately after I finish. You'd be surprised how far that pre-training shake can go when you get towards the middle of your training session; your muscles won't run out of gas so fast. It is possible to use Protein, and even Creatine, without gaining weight. Calorie intake is what causes you to gain weight.
If you go to MA's website and check the FAQ http://www.militaryathlete.com/page.php?page_ID=34
there is a section on nutrition. (Apologies if it seems like an advertisement for MA, not my intention at all; just directing the reader to my source of information).