I understand, but assumed that each embassy has its own protection force?
Maybe they do, but are not armed?
They are armed but they are only a few. Mostly a bodyguard and security force. Most Embassies now have a secure area that is fortified however it cannot handle thousands or even hundreds of protesters. Outside security for a Embassy is provided by the host country and any action by a Embassy on protesters outside of the Embassy is a attack on the host country.