There is no point in going to an 8" wheel if you are going to stretch the tires. Tires perform their best on the wheel they were designed for.
Tire rack and most of the manufacturer's website has recommended wheel widths for each tire size. I like to match the rim width exactly if I can.
Stretching a tire so you can fit a wider wheel and not rub is up there with neon nozzles in ricerific mods.
The 8" is going to gain you 12.7mm on both sides of the wheel, and the +35 will push the wheel out 20mm away from the car. The inside will be fine, but the outside of the rim will be well past the rear fenders at that point.
Unfortunately the Protege is not setup up well for 8" wheels and 225/40 size tires are all but non-existent, but I would look for something with a +45 offset if I was going to an 8" wheel.