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It seems a little unrealistic that a protectorate would stand idly by when you give away on of its provinces. Yet there is no consequence.

I think you should suffer a chance of losing a protectorate when you take this step. In any reality a protectorate has come to you to be protected from sharks wanting to carve bites out of your land, not to be carved up by your protector.

Or maybe just a glory hit?  Like you would if you broke a treaty?
Not so sure if they would run away or not as if they are that weak to need a protector, do they really want to lose their only security?

Glory hit per province. Yeah that does sound more apt. Nice.

I think a glory hit equal to violating any other kind of treaty would be appropriate. Basically a protectorate is a treaty. You agree to protect them from foreign powers, they give you a certain amount of resources, you are definetely breaking your end of the bargain if you cede their territory to another power.

Initially I had thought you shouldnt even be able to do it, but Jorams point about them being so weak as to need a protector and being unable to stop you is well taken.