Power off the receiver (and everything else) and disconnect EVERYTHING from the receiver, except the power cord. Power it back up with everything disconnected and see if the Protect Mode is cleared. If it goes into protect mode with everything disconnected, you likely have an internal issue with the Denon and you'll need service, or you'll need to replace the receiver.
If the receiver powers-up ok with everything disconnected, start adding things back to the mix to determine what is causing the fault (always power off everything before making connections). Maybe just start with the front L&R speakers, then add center channel and surrounds, etc. Finally, add the power amps you're using for the other zones.
My recommendation is not an absolute troubleshoot process. You can do it however you want. But you first need to start with a "minimum configuration", which would be just the receiver, with nothing else connected, in this example.