scm_protects is no longer public in Guile 2.1. AFAICT there's no other way to find out what objects are protected. Should there be?
Lilypond uses scm_protects as a tool for debugging memory leaks (especially ones due to forgetting to unprotect). This isn't an important feature, so it can just be disabled when not available. But other users of the C interface are likely to have leaks and want a way to debug them, so it might be worth supporting.