I assume that by pure substance you mean a substance that cannot be separated into smaller components.
Insulin is a dimer having an A chain (21 aa) and a B chain (30 aa), which are joined by two disulfide bonds (well, it's actually three bonds, but only two join both chains together) . These bonds can be broken by a reductive agent such as beta-mercaptoethanol. Therefore, insulin isn't a pure substance because it can be broken down into smaller components.
Aside from this, proteins can be broken down into their corresponding amino acids by a process called proteolysis (which is just a special type of hydrolysis . This process can be done by digestive enzymes (such as pepsin, tripsin and chymotripsin) or by intracellular structures such as lysosomes or proteasomes.