The source says Sai Baba left his body. Does this mean he is truly gone and can no longer protect his devotees?

The idea that Sai Baba is gone because he left his body is a misunderstanding. As explained in Chapter 43, for a Yogi like Sai Samarth, who could die at will, death is not an end but a merging into the unmanifest state. He burned his body in the fire of Yoga and now resides in the hearts of his devotees. The text states that even after leaving his physical form, he enjoys his true self and always keeps his devotees awake. His body was merely an adjunct, and his true, powerful form fills the entire moving and non-moving world, ensuring he can still protect his followers. The belief that he 'perished' is something the mind struggles to accept because he remains firmly imprinted in the hearts of his devotees.