No, the only move that has higher priority than Protect is Helping Hand, which is a status move.
Hope this helped!
Source
There is a damaging move which has priority higher than Protect. It is Pursuit (When opponent is about to switch). It has a priority of +7 whereas Protect only has +4. Since this is only valid at a specific time, Protect still lingers in it's place.
And sorry for answering it too late! :(