Learning Healthcare System (LHS) is an increasingly deployed approach in health to improve patient care. For the successful implementation of this approach, communications must become cross-cutting between research and primary care. To meet this need, standardized protocols for health data exchange, such as Fast Healthcare Interoperability Resources from Health Level Seven organization, are massively used in healthcare organizations. However, these protocols don't meet new security needs and they don't natively integrate anonymization mechanisms for data sources and patients while maintaining individuation. In this paper, a new protocol suite is proposed for sensitive health data exchange. Thus, an architecture is presented: it integrates proxies and anonymizers for the extraction and transmission phases of sensitive data. Then, requirements on several new protocols are detailed to meet the exchanges needs between the learning health system entities. Finally, a comparison of security properties and a vulnerability analysis are carried out between the Fast Healthcare Interoperability Resources protocol and the protocol suite proposed. These analyses show that the protocol suite integrates most of the defenses against common protocol attacks and that anonymization, confidentiality, authentication and logging requirements are met.