Protected sheepdog, not one of bright colour (9)
I believe the answer is:
sheltered
'protected' is the definition.
('sheltered' can be similar in meaning to 'protected')
'sheepdog not one of bright colour' is the wordplay.
'sheepdog' becomes 'sheltie' (nickname for the Shetland Sheepdog).
'not' is a deletion indicator.
'one' becomes 'i' (Roman numeral).
'of bright colour' becomes 'red'.
'sheltie' with 'i' taken out is 'shelte'.
'shelte'+'red'='SHELTERED'
(Other definitions for sheltered that I've seen before include "Took cover; protected" , "in such accommodation?" , "Protected, as housing" , "Protected or shielded" , "Out of the wind" .)