Canada, NZ, and SAF
Where they not protectorates of Britain at that time? Unless I am mistaken, they were part of the Commonwealth still....
All of the UK's dominions* nominally received independence in 1931 with the Statute of Westminster.
Australia didn't fully sign on though until 1942, NZ 1947, and Newfoundland never did (though they became part of Canada in 1949).
*Canada, Australia, New Zealand, the Irish Free State, South Africa and Newfoundland.