Open to explore possibility

[Belacqua]

allusions are recognized by scholars as a literary device in other ancient works, so why would the Bible prove to be an exception?

Certainly anyone who's interested in old texts will be happy to find allusions. As you say, lots of authors used them to enrich a message or hint at greater meaning.

What we have to be careful about, though, is whether something is a direct allusion -- pointing at a specific part of another text -- or another kind of similarity. Lots of figures of speech or other tropes are common among different texts without being a specific allusion in the way you're describing. 

So for example if someone mentions being trapped between Scylla and Charybdis, this is a direct allusion that every educated person will get. It refers directly to a well-known text. But if I mention being trapped between a rock and a hard place, or getting caught in a whirlpool, these are just common figures of speech that don't count as allusions, because they are too general. 

Protagoras was a Sophist so a rational person would then ask, why would an author deliberately make a connection between Christ and a Sophist?

My concern is that you're making a big jump, to assume that the words in Mark refer specifically -- allude -- to the Theaetetus or the Protagoras. The only real similarity you've found is that in both cases there are teachers who speak in parables to the general listener and more directly to his inner circle. This is such a widespread and ancient practice that it's found pretty much everywhere. It was common in Taoism, etc. It was long assumed to be true of Plato and his students. (If you read Proclus' explication of the Timaeus, for example, he takes it for granted that everything has a literal meaning for us normal people and a deeper one for initiates.) 

So I'm going to need a lot more convincing if I'm going to agree with you that the passage in Mark is in any way intentionally or directly linked with Sophists. 

Also, remember that in Plato the Sophists are almost always the enemy. They are like the basketball team who play against the Harlem Globetrotters -- always set up to lose. Pretty much their whole purpose, in Plato, is to represent wrong opinions. Plato's dialogues are like plays, which means that the words spoken by Protagoras are not necessarily to be taken as Plato's own conclusions. What does that dialogue go on to conclude about Sophists? Do the other speakers end up agreeing with the passage you quoted? As I recall, Socrates spends the whole dialogue arguing that Protagoras isn't as smart as he thinks he is.

The reference you make to the veil of Veronica gets pretty close to free association, I think. Why would Christ be a veil? The more famous symbolism using a veil is that Christ is the one who tore the veil of the temple. 

I'm always thrilled to see references to Plato, but I'm not convinced yet that what you've found is direct allusion.