If God loves us and wants only what is best for us and protects us from evil, then how is it that ISIS is cutting heads off of Christian men, women and children? How is that loving? How is it loving for a man to watch his children slaughtered because they are Christian? I know the verses, rejoice when you are persecuted for My sake. Great is your reward in heaven. Man can only kill your body, be concerned about your soul. Those are obviously not exact quotes, still even for me looking on, seeing ISIS behead a 18 month old baby girl and use her head for soccer had me wondering, where's the love?
I think the answer to that question requires a correct definition of love. Luckily, the Bible provides us with a very clear definition of what God means by love in 1 John 4:10:
Herein is love, not that we loved God, but that he loved us, and sent his Son to be the propitiation for our sins.
Now several things interest me about this definition. First, John tells us what love isn't. As a writer, I'm familiar with that sentence structure, and I can tell you that John is addressing the prevailing worldview with that negative, the belief that most hold to be true. If I were to paraphrase that little clause, it would read something like this: "Most people believe love originates from loving God, but it doesn't." And I'll be bold here and say that if love does not originate from us loving God, then it does not originate from us doing anything at all, because loving God is the pinnacle of human activity, not to mention the first and greatest commandment, according to Christ.
Second, John tells us what love is, and where we can find it. Love originates with God. He loved us, and because of that love, sent Christ to die a horrible death to pay for our sins. We didn't ask or deserve for Him to do this, but we did need it. We deserve the death that Christ took upon Himself, and even though we daily flout His laws and spit in His face, He suffered that death for our sake. It is only by God and that act of utter grace and selflessness that we know the meaning of true love. All else is weak imitation.
Finally, notice that love is defined in the past tense, as a finished action. It is firm, solid, unshakable, rooted in the foundation of heaven. To see and understand God's love for us, we have only to look at the definition, that great monolith of sacrifice, shattering every stronghold of hatred and evil throughout eternity for those who will cling to it.
That is what God means by love. If ever we fail to see it or begin to doubt it, more often than not, we're looking at something else...like an ISIS madman.
Paul tells us that followers of Christ walk by faith, not by sight. Again, the negative applies to the prevailing worldview. Most people make judgments and decisions based on what they see, not on what they believe - seeing is believing. But not Christians. We are to live by what we believe, not what we see - believing is seeing. Remember Peter walking on the water? As long as his eyes were on Christ, the object of his faith and the definition of God's love, he could do the impossible, but when his focus switched to external circumstances, doubt and fear assailed him, and he sank. In the same way, we need to focus on Christ during these times, not the rottenness of the world, because Christ has overcome the world.
Christ did not promise physical protection. As you noted, He said when we are persecuted, not if. Christ made it abundantly clear: we are to count the cost of following Him. If evil men murdered the Lord of Life, what will they do to His followers? The servant is not greater than his Master. We can expect no better, and most likely, even worse treatment than Christ received. But even in that, there is power and truth to build your faith. Do you think it is just by chance that beheading is becoming all the rage with haters of Christ? Read what Christ revealed concerning the end times in Rev. 20:4:
And I saw thrones, and they sat upon them, and judgment was given unto them: and I saw the souls of them that were beheaded for the witness of Jesus, and for the word of God, and which had not worshiped the beast, neither his image, neither had received his mark upon their foreheads, or in their hands; and they lived and reigned with Christ a thousand years.
These barbaric atrocities against Christians now sparking in small pockets in the Mideast will one day soon explode into a worldwide conflagration against all followers of Christ, and beheading will be the preferred method of execution. God is not blind. He is not surprised, and we shouldn't be either. He told us these days were coming.
Another part of living by faith is understanding that God is just and will avenge. The Psalms are filled with God's promises to repay the wicked and reward those who love Him. Read Psalms 94:
O Lord, the God who avenges, O God who avenges, shine forth. Rise up, O Judge of the earth; pay back to the proud what they deserve. How long will the wicked, O Lord, how long will the wicked be jubilant? They pour out arrogant words; all the evildoers are full of boasting. They crush your people, O Lord; they oppress your inheritance. They slay the widow and the alien; they murder the fatherless. They say, "The Lord does not see; the God of Jacob pays no heed." Take heed, you senseless ones among the people; you fools, when will you become wise? Does he who implanted the ear not hear? Does he who formed the eye not see? Does he who disciplines nations not punish? Does he who teaches man lack knowledge? The Lord knows the thoughts of man; he knows that they are futile. Blessed is the man you discipline, O Lord, the man you teach from your law; you grant him relief from days of trouble, till a pit is dug for the wicked. For the Lord will not reject his people; he will never forsake his inheritance. Judgment will again be founded on righteousness, and all the upright in heart will follow it. Who will rise up for me against the wicked? Who will take a stand for me against evildoers? Unless the Lord had given me help, I would soon have dwelt in the silence of death. When I said, "My foot is slipping," your love, O Lord, supported me. When anxiety was great within me, your consolation brought joy to my soul. Can a corrupt throne be allied with you -- one that brings on misery by its decrees? They band together against the righteous and condemn the innocent to death. But the Lord has become my fortress, and my God the rock in whom I take refuge. He will repay them for their sins and destroy them for their wickedness; the Lord our God will destroy them.
God loves us and took great pains to inform us of His plans. All we need to do is believe in Him and cling to Him, for there is love, safety, and security in no other.