I was a florist for twenty years and have never seen anything like that. No clue what it is, but it isn't a protea or a heath.

The plant you have is a Berzelia Baubles & is a South African plant. They come in many colors, white, blue, pink, yellow, green, etc. & are used in the floral industry. I've seen them used in brides bouquets, corsages,& has a cut flower.

Here is a link that might be useful: Berzelia, Proteas and Leucadendrons

It's Berzelia lanuginosa and it's been dyed that colour. They are naturally sort of creamy beige.