I think folks are talking about once they left the tower and were heading for the edge of the grounds. Harry was vulnerable at that point.
As to Dumbledore protecting Harry through his death... what do we know about Dumbledore's past, really? Any chance he's a blood relative of Harry's, however distant?
Ha! There's something new to think about. :-)
Snape's a puzzle to me.
I'm getting the "is he or isn't he" vibes about him.
I have thought about DD being a blood relative to Harry, like a distant relation.
Let's see if this theory has wings.
Perhaps the protection only lasts as long as Harry is at Hogwarts? Student or staff?