I'd have the protector character directly speak and act in a way that shows the audience "this character cares about this other character's wellbeing," as soon as possible. I'd try to make it so as close as possible to the first interaction the audience sees between them hammers this in as strongly as possible.
So like on seeing each other, they should relax and smile. They should feel comfortable in each other's presence. The protector should start trying to look after the younger one, "All right, squirt? Did you remember to eat breakfast today? I think I have a protein bar in my pockets if you didn't."
If the younger character appears stressed about something, he'll probably try to reassure or advise him. "Hey, buddy, it's okay. Remember what we practiced? Deep breaths, find your centre. You got this."
Those are just rough examples, but the key points are: Try to make their first interaction, or as close to it as you can reasonably get, be one where the protector character is protecting or looking after the other one. Audiences tend to use the first encounter between two characters as their baseline for what to expect from them.