To be quite honest I think the reveal will have the least impact on the Starks of all the characters. (To be sure, I don’t think the reveal will mean anything to anyone except for Daenerys who’s entire claim to the Throne rests on the illegitimacy of Cersei). Both Sansa and Arya love Jon regardless of who his actual parents are so whatever strategies they have to protect him are based on the fact that he is Jon and he is their brother above anything else.
Now Sansa obviously is far too great a schemer to not include, somewhere on her long list of things to do, the parentage if it is revealed. It will probably deepen her distrust of Daenerys while perhaps altering her plans for Cersei. Where she took a rather defensive stance in Season 7, she might aim bigger for Jon and actually plan to have him on the Throne. But as far as protection goes, again, those plans are well below keeping him safe from possible rivals.
Arya is a bit more straight forward and will physically harm anyone who even remotely thinks of hurting Jon, though she’s smart enough not to do this pre-emptively or without consulting Sansa.
Now, we could speculate a bit further about possible plots the Stark sisters might think of when Jon’s parentage is revealed to them but, you know, there’s a zombie apocalypse happening and they are all kind of in mortal danger. So again any protection strategies they might have concerning him will be because they love him and because his life, much like their own, is in danger of something far more pressing than who his dead parents are.
I don’t necessarily think that revealing Jon’s true parentage will severely endanger his life to begin with, so I don’t think Sansa and Arya have a grand strategy to protect Jon once his parentage is revealed. The single person who will probably be most greatly affected by the reveal will be Daenerys, as this means that her claim to the Iron Throne will be second to Jon’s now. How this will exactly affect the plot I can’t say for sure, and I think there’ll be some friction and awkwardness between the two, but I don’t think Daenerys will try and kill Jon for it. The only other people who will probably be affected will be the Stark bannermen (the lords of the Vale and the North who proclaimed Jon their king). They probably wouldn’t like getting led by a Targaryen, but I don’t think they will try and kill Jon for his parentage, either. Some of the lords will be shocked and may not like Jon all that much after the reveal, but for the time being, they’ll still follow Jon because there are greater problems to worry about. And other than those two groups of people, pretty much nobody else will ultimately care about Jon’s parentage. The Night King will try and kill anyone in his path regardless of ancestry, and Cersei and Euron will be opposed to Jon no matter what. So I don’t think Sansa and Arya have planned, or will ever plan, a strategy to protect Jon when they learn who his parents really were.