Protectorates are bugged and will rape your treasury, you will have to wait for the patch to correct this. As far as your peotecorate attacking you, there are a few reasons I know they can. If you attack one of your protecorates allies, they can attack you. Another way they can attack you is if an enemy takes one of there provinces and you take it. If you hand it back tp your protectorate no big deal but if you keep it they have the right to attack you and take it back. And to give the city back all you have to do is have a diplomat gift it to them.