Hello Avery. No, you don't need to worry the Windows Defender "protected memory access block" message is a result of Controlled Folder Access, which is designed to prevent untrusted apps from modifying certain parts of your system. Just because it mentions HarddiskVolume3 does not mean it's telling you there is damage or you're infected.
You will see this notification frequently when a legitimate Windows process (svchost.exe, DismHost.exe) is blocked by Controlled Folder Access when the update, backup or driver installations were taking place. Even if this occurred during these procedures the action is often taken for accepted, false positives. If the action was blocked for a known and legitimate Windows process and your scans with antivirus were clean, feel free to ignore the warning or allow through Controlled Folder Access.
Best regards,