Have you found a solution to your problem?
Proteins in HPLC is always a red flag for me, since it's really hard to keep them from interacting with non-inert surfaces or from precipitating. Iron leaching from pump heads or capillaries is always a problem for phosphate groups. And lastly, certain solvent manufacturers tend to change things without telling you, so that's also always an option.
Have you tried collecting the material on the valve, dissolving, and analyzing it?
Hmm, water systems are a special case. They are way too often neglected. Do you use a 0.2 micrometer outlet filter? Those are usual for purified water in microbiology but isn't a bad choice for HPLC either, as long as you change them frequently. Also the inlet filters (metal or ceramic frits) in the bottles should be changed or at least cleaned frequently.
Did you check the inline filters of the pump? If they are ok, you might have something precipitating from the water.