Something like this snippet should do what you are asking about (but I am not sure that your criterion for lipids being under the protein is optimal):

label loop
traj read
coor stat sele segid prot end
define lipunder sele segi lipi .and. point ?XAVE ?YAVE ?ZAVE CUT 15 end
.
.
.
goto loop


Lennart Nilsson
Karolinska Institutet
Stockholm, Sweden