The Protector is a useful item if you wanted to Rhydon’s evolution, Rhyperior in Pokémon Sword and Shield. You do have to go out of your way to get it, though, and it’s a little out of the way.
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You can only acquire this item after you’ve upgraded your Rotom Bicycle to go across the water. When you have that, you progress through the necessary area to get it.
You want to go to Route 9 and proceed to the Circhester Bay location. You can reach it in between the Route 9 tunnel and the Spikemuth city. It’s down a small elevated piece of land, right next to the signpost. Go down the path, and when you reach the bottom, proceed through the water on your Rotom Bicycle.
You want to go to the right side, through the jagged rocks. Make your way through them and proceed north, bypassing the trainer on the small piece of land standing next to a large sign. Go around the trainer’s tiny island, to the right, where you see ice blocks forming. Proceed in this direction, sticking to the top of the area to avoid any Pokémon wandering around the location.
Not too long after you should see a Poké Ball to the right of a green sign, on a small island. Grab it, and you’ll have The Protector, which you can give to Rhydon.