Except the embassy is in Tripoli...and the raid was on the U.S. Consulate in Benghazi -- 400 miles to the east.
I don't know if there are any provisions for the embassy guard to travel with the Ambassador, but I suspect they are generally concerned with the Embassy and its grounds.
“Except the embassy is in Tripoli...and the raid was on the U.S. Consulate in Benghazi”
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Yes, I had forgotten that it was only a consulate, but in that area, one would think there would be marines, at least traveling with the ambassador.