Someone tried to assassinate Nicolas Maduro with drones carrying explosives back in 2018.

Protections against this sort of thing usually exist in the form of radio jammers; disrupting the control transmission from the pilot or the video transmission from the drone. If the control system is onboard the drone it's a lot harder to disrupt.

As far as I know the systems designed to counter this sort of threat look like shipping container sized microwave emitters that interfere with the electronics of the UAV.