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If it was creature damage I don't think it would die. This is like redirecting damage from a player to a planeswalker that player controls. It is still the source doing the damage. If it was any other damage than from creatures, I would think it would die.
Protection follows the DEBT acronym:
Damage - All damage that would be dealt to a creature with protection from X by a source of quality X is prevented.
Enchant/Equip - A creature with protection from X cannot be enchanted or equipped by anything of quality X.
Blocking - A creature with protection from X cannot be blocked by a creature of quality X.
Targeting - A creature with protection from X cannot be targeted by a source of quality X.
All damage from a creature source that would be dealt to your Soldier token would be prevented. Since the token isn't ever dealt damage by these sources (unless that damage cannot be prevented for some reason), it won't die from them because damage won't be marked on it.
All damage to the token from noncreature sources would still be dealt.