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First things first, your proteins, energy molecules and amino acids are components of cells. They usually have variable uses throughout the body (proteins for example can help carry other molecules to end termini while also being broken down and used for tissue repair). During immune response a variety of cells, identified by function and location (example the monocyte (blood born clean up cell for debris) vs. the tissue macrophage (same function and cell really just different location)) respond to the injured or infected area. Immediate response cells, often granulocytes (ie neutrophils, eosinophils and basophils), and not quite cells (platelets) are just that, an immediate response that triggers other cellular and biochemical cascades to occur. Platelets trigger cytokine release by local cells during tissue injury (usually due to physical injury but can occur in some disease states) that then signal other cells and cell production/maturation centers (marrow, thymus, spleen, etc.) based on the causitive agent of the immediate cell response.
Cytokines are chemical messages sent between cells and other cells, surrounding epithelium, nerve centers, immune organs, etc. They can also be active chemicals in the inflammatory process itself (ex: interferons used both to interrupt virus function/expansion and trigger immune response in circulating lymphocytes). Those cytokines that cause an increase in fluid and temperature within the affected area are known as pyrogens.
As far as the “wastes” you asked about it is mostly cellular debris resulting from physical interruption of cell membrane continuity, example being that a broken bone will cause osteocytes damage, it will likely also cause damage to the soft tissue (muscle, cartilage, and epithelial cells) surrounding it. If you interrupt a cell’s plasma membrane over a large enough area it is destroyed. When this happens various cellular organelles and molecules(examples of harmful organelles would be lysozomes which contain lysozyme, an enzyme designed to destroy cell membrane components, not something you want flying around your extracellular environment on a regular basis) are dumped into the injured area. Many of these organelles and molecules are exclusively intracellular in nature and can either cause damage or be damaged by the extracellular environment. This also leads to cytokine release, influx of immune cells of various kinds through increased blood flow which means an increase in fluid in the area which stretches surrounding soft tissue closer to its expansion extremes which is why an inflammed joint will feel stiff as there is less give in the tissue to allow physical movement (sorry for the runon sentence there).
To summarize, inflammation is a site specific process with global consequences when considering parts of the body in relation to the entirety.
Source: 5 years of study in Molecular Biology/Biotech and Medical Technology. 5 years working as a Clinical Lab Scientist in a hospital environment, and many in depth conversations with pathologists concerning immune response and autoimmune diseases during the work day. Hope this helps clear some thing up for you, if you need to find definitions or more in depth explanations, google is your friend and there are a variety of free immunology research papers and even college level courses online.