So what exactly are you looking for?. The martyrs? How were they not protected? From physical harm? But the body isn't the part that we are to worry about now, is it? These willingly gave up their lives as examples to others. The protection was for their souls. Many who were martyred apparently felt no pain, and were thus protected as well. I'm not sure what you really mean.. . BTW, I'm not a Christian, but I assume you are talking about the Christian God.