The development of functional dairy beverages (FDBs) faces significant challenges related to structural stability and nutritional enhancement. Innovative approaches, such as the use of oleogels and protein-polysaccharide complexes, offer viable alternatives for improving the texture, stability, and nutritional profile of these products. This research examines the effects of oleogel-structured emulsions and protein-polysaccharide complexes on the stability and quality attributes of cacao-based whey beverages (CWBs). The findings indicate that the incorporation of oleogel and okra mucilage significantly influenced the rheological behavior and microstructure of the CWB formulations. Samples with higher mucilage content (0.3% w/w) exhibited smaller particle sizes, narrower size distributions, and improved emulsion stability compared to formulations with lower mucilage content (0.2% w/w). Transmission electron microscopy (TEM) analysis revealed the formation of a distinct core-shell structure, where the oleogel core was surrounded by a protein-polysaccharide interfacial layer, contributing to enhanced physical stability. Furthermore, the modified CWB formulations demonstrated a favorable fatty acid profile, characterized by increased unsaturated fatty acids and reduced levels of saturated and trans fatty acids. This led to improved nutritional indices, such as the atherogenic index (AI) and thrombogenic index (TI), indicating potential health benefits. No significant differences in total bacterial counts were observed among the beverage treatments throughout the 14-day storage period at 5 °C. These results suggest that the incorporation of oleogel-structured emulsions and protein-polysaccharide complexes can effectively enhance the stability, texture, and nutritional quality of cacao-based whey beverages. The findings provide valuable insights for the development of innovative and functional dairy products.