If you protest in a Democrat run city, you will be arrested for defending yourselves from Antifa. The police are only there to follow orders.
If you are near a known zone of violence. Leave. Leave now.
Grab what you can, but the cops will not help you. They will not be able to.
Also realize some of the problem people WILL be following you (trying to get away themselves). Treat it like a bad storm or fire. Go further away than you think you need to.
If you choose to stay, realize that cops and emergency services are there to clean up after the fact. Even without the orders, cops and first responders will pull out once the situation gets to nuts. They do not have the resources to do much else. So you are alone.
If you have like minded neighbors, realize they may flip on you to survive. Even family may.
Have a plan. It will probably not work but doing a plan helps organize your mind.