Regarding the first question, as per https://learn.microsoft.com/en-us/azure/storage/common/storage-private-endpoints#creating-a-private-endpoint
"For read access to the secondary region with a storage account configured for geo-redundant storage, you need separate private endpoints for both the primary and secondary instances of the service. You don't need to create a private endpoint for the secondary instance for failover. The private endpoint will automatically connect to the new primary instance after failover."
Regarding the second question, geo-redundant data Azure Files GRS (Geo-Redundant Storage) + CRR (Cross-Region Restore) works by replicating data automatically to the secondary region. But only the primary region is "protected" because that's where your backup policies, backup schedules, and recovery points are officially managed. The secondary region only holds a readable replica of the backup data, not an active protection policy.
So when it says "Not Protected" on the secondary region, it just means here's no backup job running directly in that region.
It's just passive replica data ready for you to restore if needed (like in a disaster). That's expected and normal behavior.
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hth
Marcin