I'm playing as the Teutonic Order in Divine Wind/ 5.1. The HRE seems to protect any member states I attempt to attack, yet doesn't seem to do the same with me against any invasions? Any ideas?
The Teutonic order doesn't start in the HRE, so unless you've been accepted into the Empire, there is no reason for the Emperor to protect you (since only attacks on member states call the emperor to arms). The northern part of your realm lies within the Empire (and are displayed as such in the HRE map mode), but since your capital lies outside the Empire, you're not actually a member.
The Emperor is called to arms whenever a member state is attacked by an outsider, or when another member state declares war on a fellow-member without a cassus belli. Whether or not the Emperor actually answers the call depends on relations, the state of the emperor's country, the threat of the invader, etc, etc. If you are indeed a member, there is not guarantee that the Emperor will protect you (though it is quite likely).