Well I'm from the old-school era when Orks actually had good, if crude looking, technology (old pictures include one of a bunch of Meks looking at blueprints for a gargant); there were female orks before all this
badgerbadgerbadgermushroom nonesense; and Gork (or possibly Mork) kept chaos away by running around the warp punching it in the face - so my view is slanted somewhat.
And the last Ork codex has a blurb that does feature a daemon coming out of a weirdboyz 'ead whilst in the warp. I see their protection as the same as the Sororitas or, perhaps as a closer analogue, the Harlequins. Neither group is otherwise protected, but displays what could be seen as latent psychic abilities (Acts of Faith) or are actually psykers with no outside protection save their god (Harlies).