While as a whole I'm sure protective orders prevent a lot of violence as I'm sure the majority of people affected by this order do try to follow the law in order not to get in trouble. On the flip side, it really is only a piece of paper and I'm sure there are many cases of people ignoring the protective order to attack their ex.
Protective order were not intended to be fail-safe protection against domestic violence what they do is give law enforcement the legal tools to defend and protect the petitioner from the respondent. The bet protection against violence is physical separation, distance and time! The reality being if someone want to get you they will..
If someone really seems to be a threat then the thing to do is change your name and move somewhere secret. The government should assist if the evidence is good enough and it does for witnesses, but it should also do that for people who have good enough evidence to suspect they may be at risk of being targeted by someone for what ever reason.
In my opinion, protective orders are not sufficient enough to protect any one from violence. Just like any other vice in the society, violence can at any time and at any place. As such, having such orders issued in one state does not guarantee that the person will be protected from that kind of violence in that state or even once they go to another different state.
I think they may protect some lesser violent crimes when there is a protective order. But once you get to the point where you want to kill someone and then possibly even yourself, I don't think you're going to care very much about a piece of paper telling you that you shouldn't do it.