Hey Jano, wish I had something to point you to, unfortunately a lot of the stuff I've read about dharma protectors has been somewhat confusing so I'm not sure what to recommend.
I look forward to hearing if someone has a good explanation or some good links on this, because it can be a difficult concept.
I will provide my thoughts/rambling on it, as I have thought about this a good bit, take or leave it as you like.
The way I understand the dharma protector / wrathful deity concept has a lot to do with cultural, evolutionary, revolutionary, natural disasters and other natural forces, 'that which is beyond your control or that which we don't understand'.
Traditionally, generally speaking a dharma protector was created by and provided protection for a certain ethnocentric group. Though my beliefs are such that you do not need to be a part of such cultural group to have a relationship with said protector (which of course may cause offense to anyone who identifies as part of said 'group', or even for some outside that group)
I was first introduced to the concept in various Tibetan texts, from which I applied it to my understanding of the Hebrew god YHWH as (dharma-ish) protector of the Hebrew people.
Useful to understand the full context of dharma protectors so you don't have any fear associated with them (in my experience).
Most important thing is to remember this wrathful deity is not other than Emptiness.
Just my experience with it.
Joseph Campbell does talk about this more from a Christian perspective, which I found helpful, I believe it was the 'Power of Myth' miniseries that I heard it from. Campbell can be a bit New Age-y for some, understandably so.
