It doesn't destroy them - it denatures them meaning they have different form and size etc. You still have the same amino acids in there which is, if we believe in digestive science, all that we need (your body will also break the protein).

I am sure things are more complex then that simple explanation. While I expect less nutrition from UHT milk (vitamins are degraded on higher temperatures, fat globules change their structure etc) its probably safest option out there.

I prefer goat milk. Goats usually eat more diverse food, their milk is more similar to human milk than that of cow, is less industrialized etc.