The most common and most likely answer to this crossword clue is the 5 plus 2 plus 3 plus 4 letter word CLOSE TO THE BONE
I've seen this crossword clue in The Times
C
L
O
S
E
T
O
T
H
E
B
O
N
E
Buddy explains!
The straight part
We know that "Naughty/dog might be so protective" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case naughty/dog might be so protective = close to the bone.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.