The question should have been asked "what substrates are broken down by cellulase and proteases?". But if you have asked about dietary aspects of enzymes, cellulase is not a dietary enzyme in humans. But it is found in the stomachs of termites and ruminants. Several microorganisms also produce cellulase.

Cellulase:

The substrate:

Cellulose, Hemi-cellulose.

Cellulose is a natural polymer consisting of glucose monomers. Almost all the plant world is made up by cellulose. So plant food materials like leaves, bark and wood are made up by cellulose. The glucose monomers in cellulose are bonded via 1,4-Beta-D-glycosidic bonds. This is in contrast to alpha glycosidic bonds present in starch and amylose. So cellulase digest cellulose and amylase digest amylose.

Actually cellulases are a class of enzymes, they act in synergy to digest cellulose and finally convert them to glucose as an energy source for organisms.

Protease:

Substrate:

Protein.

Proteases are sometimes termed peptidases. Like cellulase, proteases are also a class of enzymes which can act on proteins to break up peptide bonds in protein. In human abdomen, pepsin and trypsin are present for this purpose. So proteins sources like meat, fish and egg are digested through these enzymes. Some other common type of protease is papain, which is extracted from Papaya, is used for meat tenderizing in food industry.