I am confused, who is our protector Jesus or the Holy Spirit?

The various things that God does are spelled out in a number of ways.  Probably the best way to summarize them is by looking at the historic creeds of the Church.  For several hundred years the Church sought to define the natures of the persons of God and wrote out these definitions so that Christians, both Lay people and Clergy, could have a reasonable grasp of the nature of God in as many of his aspects as we could name.  So let’s see what the most famous of these creeds, the Nicene Creed has to say:

I believe in one God,

   the Father Almighty,

   maker of heaven and earth,

   and of all things visible and invisible; 

 From the beginning of the creed we see that God the Father is the Creator of everything that is, things that we can see and things that we can’t see.

And in one Lord Jesus Christ,

   the only begotten Son of God,

   begotten of his Father before all worlds,

   God of God, Light of Light, very God of very God,

   begotten, not made,

   being of one substance with the Father;

   by whom all things were made;

   who for us men and for our salvation

   came down from heaven,

   and was incarnate by the Holy Ghost of the Virgin Mary,

   and was made man;

   and was crucified also for us under Pontius Pilate;

   he suffered and was buried;

   and the third day he rose again according to the Scriptures,

   and ascended into heaven,

   and sitteth on the right hand of the Father;

   and he shall come again, with glory, to judge both the quick

   and the dead; whose kingdom shall have no end.  

In the second part of the creed we learn about Jesus, who also is God and was begotten, not created, who actually had a hand in the creation, who entered that creation through the work of the Holy Spirit and the Virgin Mary, lived, died, rose from the dead and ascended back to heaven for our salvation.  He will be the Judge of all on the last day, and will reign as the King of all. So Jesus is the Redeemer, Judge and King.

And I believe in the Holy Ghost the Lord, and Giver of Life,

   who proceedeth from the Father and the Son;

   who with the Father and the Son together

   is worshipped and glorified;

   who spake by the Prophets.

In the third part of the Creed we learn about the Holy Spirit who also had a role in creation as the force that gave life into the world.  He moved over the waters at the Word of God, He moves throughout Creation as the Life-giving force, and He moves in the Church as the source of Truth.  The Holy Spirit is the Sustainer and Sanctifier.

But your question is about the Protector.  Who is the Protector.  One thing that the Scriptures make clear to us from the beginning is that we are involved in the eternal struggle between Good and Evil.  God, in all of His dimensions plays a role in that protectiveness, but the chief role that He plays is that He has given us an Army to defend us in the time of battle.  The chief general of that Army is Michael the Archangel.  God has created the office of Angels and assigned to them the guardianship of humankind.  I hope that it is comforting to you to know that there is an army surrounding each if us to help us and defend us, even if that army is invisible.

As I was writing this someone called me and told me about a friend who recently died at the age of 35.  How could it be that someone so young died if they were protected by an army of angels?  The fact is that you and I are not able to see beyond our own time and space and so we are not capable of judging whether someone actually met an untimely demise.  Imagine, if you will, that this particular someone was headed down a path that would lead to the destruction of their immortal soul.  It would be an act of eternal mercy and kindness to take a life before the soul could be eternally damaged.   That is strictly a hypothesis, but you can see that God and His angels have a bigger view and a bigger mission than you and I can see.  Under those circumstances, protection will likely come to mean something deeper, and bigger, and more beautiful than we can imagine.