Porta do Diabo

Bem simples.

Posso usar o bônus de Protection para proteger a minha montaria?

When a creature you can see attacks a target other than you that is within 5 feet o f you, you can use your reaction to impose disadvantage on the attack roll. You must be w ielding a shield.

Eu não vejo porque não se poderia, eles está a 5ft de você.... abaixo ainda é até 5ft

Lembrando que a sua montaria pode usar Dodge Action no round dela:

"You can control a mount only if it has been trained to accept a rider. Domesticated horses, donkeys, and similar creatures are assumed to have such training.

The initiative of a controlled mount changes to match yours when you mount it. It moves as you direct it, and it has only three action options: Dash, Disengage, and Dodge. A controlled mount can move and act even on the turn that you mount it."

Correto