Where was the Roman Army in AD408?

[Nathan Ross]

The Notitia indicates that... the Protectores are stated as being stationed in Rome.

Are you sure? As far as I know, it mentions only the domestici pedites and equites (ie protectores domestici), and doesn't say anything about where they're stationed - but they're commanded by the comes domesticorum, who accompanies the emperor, of course.

Sidonius says Majorian was in Rome when he was appointed Comes Domesticorum

Not surprisingly, as he was appointed by Petronius Maximus, who was acclaimed in Rome and stayed there for his whole short reign - the court (and the domestici) had been there since before the death of Valentinian III.

Since we know that Honorius was in Ravenna during the sieges of Rome in 408-410, there is no reason to think that any of his guard troops or bodyguards would have been in the city.