What supplements can help to protect immune system during high-volume strength and cardio exercise?
There is some evidence that vitamin C supplementation (e.g., 500 mg/d) following intense exercise may decrease the incidence of upper respiratory tract infections. 
Studies indicate that zinc supplementation (25 mg/d) during training minimized exercise-induced changes in immune function. 
Glutamine is relatively inexpensive and may be useful in doses of 5-10 grams/day to protect immune system function during periods of high-volume training. This is true for both endurance athletes and strength/power athletes who engage in some form of endurance conditioning during their training. 
- ISSN exercise & sport nutrition review: research & recommendations
- Lyle McDonald – The protein book