My understanding is that the two terms have a significant overlap. The protocol being the agreed upon method of information transfer and the scheme being the identifier that URLs use to express what type of protocol the specific resource should be served over. In short, schemes are simply identifiers for protocols.
For example
In the link https://example.com, https is the scheme that tells the browser (or whoever the requester of that resource is) that the resource at example.com will be served over the Hypertext Transfer Protocol Secure (HTTPS), which is the type of “protocol“.
Scheme <> Protocol
ftp <> File Transer protocol
http <> Hypertext Transfer Protocol
https <> Hypertext Transfer Protocol Secure