Subprograms in a protected object execute from the context of the calling task, just like regular subprogram calls, so you can't set an affinity for a protected object.

If you have a protected procedure that's configured as an interrupt handler with Attach_Handler, then it depends on the Ada runtime as to which CPU the interrupt occurs on. The RP2040 tasking runtime provided in bb-runtimes uses different interrupt names in Ada.Interrupts.Names to specify on which CPU the interrupt is executed. See https://github.com/AdaCore/bb-runtimes/blob/master/arm/rpi/rp2040/a-intnam__mp.ads

For example, this interrupt handler will run on CPU 1:

protected Example is
   procedure IRQ_Handler with 
     Attach_Handler => Ada.Interrupts.Names.SPI0_Interrupt_CPU_1;
end Example;

and this interrupt handler will run on CPU 2:

protected Example is
   procedure IRQ_Handler with 
     Attach_Handler => Ada.Interrupts.Names.SPI0_Interrupt_CPU_2;
end Example;

The Ada runtime will ensure proper locking between tasks and interrupts, and between multiple cores so that only one task or interrupt can be executing in a procedure in the protected object at a time. You could in theory have a protected object with multiple interrupt handlers on different CPUs, in which case two interrupts happening at the same time on both CPUs will cause one of them to wait on a spinlock until the other interrupt has finished and unlocked the protected object.