Swami told that the cause of fear is only the ignorance about God. The complete knowledge about God removes the fear completely. You can neither protect your self nor others. Any item of the creation cannot protect any other item of the creation. The reason is every item has production and destruction. Even the Lord in the human form has birth and death but has no fear. Jesus knows about His future crucification. He never feared about it before or during the crucification. He never feared for the soldiers who came to arrest Him. He never argued about His case in the court, because He knows that the crucification has to take place by the will of God. Therefore when you have the knowledge of God and the knowledge of His will, you will not fear even about the death.
The death proves that everything and everybody other than God gets destroyed. There fore Jesus asked the people to fear about themselves and about their children and not about His death. Lord Rama jumped into the river with smiling face, Lord Krishna was smiling while leaving His body. Sri Padavallabha and Sri Narasimha Saraswati merged in the Krishna river with smiles. Therefore one will not fear even for death if the divine knowledge is attained. Gita says that death is only changing the old shirt. Where the divine knowledge exists like sunlight, the fear vanishes like darkness. Even in the last statement of Jesus no trace of fear appears as He said that He is surrendering His soul to the hands of God. Veda says that the limited knowledge is cause of the fear (Atha Tasya Bhayam….).