Protective Rexy dolls appear as claw machine dolls and bag-strap decorations in the opening cutscenes, without its arcana mask.
Persona 4 / Golden[]
Protective Rexy is found in the 9th Chapter of the Void Quest within the Midnight Channel. It always appears alongside either Ardent Dancer or Monomaniac Fuzz. Its two skills, Tetrakarn and Makarakarn, give the Protective Rexy its name. It is highly recommended that the Protective Rexy be destroyed first because of its use of Tetrakarn and Makarakarn on other Shadows. When defeated, it may drop Guard Cloth. Selling ten Guard Cloths at Daidara Metalworks will unlock the Kid's Hachimaki accessory in the shop.
In Golden, it appears in Chapter 5, 8 and 9. It gains a resistance to all elemental magic and Spirit Drain to restore its SP. It may drop Bloodstone for trade at Shiroku Pub. Selling five Guard Cloths is enough to unlock the Kid's Hachimaki.
Persona 4: Dancing All Night[]
Protective Lexy appears as a Shadow in the audience when performing on the Midnight Stage.
Persona 5[]
Just like in Persona 3, Protective Lexy dolls appear as a prize from the claw machine in Akihabara's arcade, without its arcana mask.
Persona Q: Shadow of the Labyrinth[]
Protective Lexy appears in Stories 1 and 2 of the Evil Spirit Club. When defeated, it may drop Lexy Piece, Lexy Ribbon, and Lexy Cotton. Lexy Piece is used to create the Carbon Railgun for Aigis. Lexy Ribbon is used to create the TD W Plate armor for Aigis. Lexy Cotton, which is only obtainable after killing Protective Lexy with Darkness-based skills, is used to create the items Segaki Rice and Curse Paper.