Although Pichia pastoris was successfully used for heterologous gene expression for more than twenty years, many factors influencing protein expression remain unclear. Here, we optimized the expression of a thermophilic endoglucanase from Thermothielavioides terrestris (TtCel45A) for cost-effective production in Pichia pastoris. To achieve this, we established a multifactorial regulation strategy that involved selecting a genome-editing system, utilizing neutral loci, incorporating multiple copies of the heterologous expression cassette, and optimizing high-density fermentation for the co-production of single-cell protein (SCP). Notably, even though all neutral sites were used, there was still a slight difference in the enzymatic activity of heterologously expressed TtCel45A. Interestingly, the optimal gene copy number for the chromosomal expression of TtCel45A was found to be three, indicating limitations in translational capacity, post-translational processing, and secretion, ultimately impacting protein yields in P. pastoris. We suggest that multiple parameters might influence a kinetic competition between protein elongation and mRNA degradation. During high-density fermentation, the highest protein concentration and endoglucanase activity of TtCel45A with three copies reached 15.8 g/L and 9640 IU/mL, respectively. At the same time, the remaining SCP of P. pastoris exhibited a crude protein and amino acid content of up to 59.32% and 46.98%, respectively. These findings suggested that SCP from P. pastoris holds great promise as a sustainable and cost-effective alternative for meeting the global protein demand, while also enabling the production of thermophilic TtCel45A in a single industrial process.