Protons and neutrons are made up of smaller particles called quarks. Neutrinos are difficult to detect, and we do not know whether they have mass. All of these particles also have anti-particles. A photon is its own anti-particle. Our everyday experience is related to these two interactions.
Different interactions affect different particles.
Getting four protons to collide at once is highly improbable. The anti-electron annihilates a nearby electron, producing photons, which carry off energy. This reaction produces a photon, which carries off more energy. Two protons are left over, to play again. They carry energy.