I know the Buddha cannot change or affect our karma so how does a Dharma Protector like Dorje Shugden help us in a time of need? When we are in the deepest sinkhole, how does Dorje Shugden come to our assistance?
The main function of an enlightened Dharma protector is to arrange the most conducive conditions for the success of our Dharma practice. Of course, an enlightened Dharma Protector can come to our aid in times of need or when we are in desperate situations but I think that is only to help us solve our immediate problems so that we are able to continue with our spiritual journey.
It is true that even an enlightened being cannot change our karma but what I believe they can do is to create necessary conditions for our mind transformation. In this way, we can purify our past negative karma, gain realizations and do not further perpetuate our negativities. However, something to take note here is that the conditions an enlightened protector arranges for us is what we need, which may not necessarily be what we are comfortable with.
For eg, sometimes after beginning to propitiate an enlightened Dharma protector, we encounter many obstacles. Nobody likes obstacles in their lives. However, if we see it at a deeper level, perhaps, these obstacles are necessary for us to gain certain realizations like impermanence and the inevitability of sufferings in samsara which will propel us to have the wish to gain some sort of liberation from samsara to begin with and from there our practice can progress.
Therefore, it is important that we understand who our Dharma protector is, what his functions are and have complete faith in him. Otherwise, we will have a high likelihood of abandoning his practice when we encounter obstacles because we do not understand what his practice entails.