No. Protection prevents 4 things:
Damage - A creature with Holy Mantle cannot be damaged by creatures.
Equipping/enchanting - Not relevant with Holy Mantle, but White Knight can't be enchanted with Unholy Strength.
Blocked - A creature with Holy Mantle cannot be blocked by creatures, which is to say it cannot be blocked.
Targeted - A creature with Holy Mantle cannot be targeted by abilities of creatures (like Shriekmaw's ability).
As Wakening Sun's Avatar's ability doesn't target or deal damage, it's not effected by protection.
August 21, 2018 3:15 a.m.
Protection protects from these things, handily remembered by the acronym DEBT. A creature with protection from X cannot be:
Damaged by X
Equiped/Enchanted by X
Blocked by X
Targeted by X
Wakening Sun's Avatar does none of the above - it destroy all non-dinos without targeting them, so protection will not do anything prevent it.