i've never really been to one before to be honest. i'm gonna mask up and dress plainly and all that. i still don't know what to expect or if there's any social protocols to be aware of while going to these. i'm autistic and very nervous please advise 
Leave with a group. If you're not there with anyone, just tag along with some other people leaving in the same direction as you.
This. ideally arrive with a group, walk to the protest with a group, walk back to your transport with a group, leave with that group. Strength in numbers, safety in numbers, etc.
i don't have a group. if there's no one leaving in the same direction should i ask some folks to walk me to my transport or would that be bothersome?
There will probably be people leaving in the same direction as you, just ask if they're going the same way and if you can walk with them. Or just walk with them. There will probably be a time when people start to pack up and start heading out, so just keep an eye out then.