In Star Trek: Insurrection, the Enterprise protected the Baku from the So’na, though if I remember right, there was some debate as to whether the prime directive applied as the Baku weren’t native to the planet.

I think these two are almost if not entirely exclusionary. It cannot be Federation space if the inhabitants are pre-warp.

There are prime directive eff-ups. Like the flower bed trespasser assassins of S1 TNG. The Fed is in contact with the Edo although they shouldn’t be but somehow s happened. We don’t really know where they’re located in reference to everything else in the Fed or the universe. But even if everything around them was warp hopping mad, the system of the Edo or at least their planet Rubicun III should be an exclave. In the scenario where the Fed would have to defend them from a hypothetical anti-prime-direxxer it could be a protectorate but not Fed territory.

I can think of two other instances with the PD that come close to this scenario but are no cigar. Data’s long-fingered pen pal Salenka or something like that and Worf’s adopted brother trying to save his knocked up pre-warp Penny Johnson. In both cases I don’t think we know if the territory was Fed, Fed adjacent, or something else. And it’s a moot point anyway because they were defending against natural disasters, not other species.

There was that one episode where they tried to save a planet from Satan. I dont think the planet was technically pre-warp, though, especially since there were federation scientists/engineers on the planet working with the population.

I always felt that they only mentioned the Prime Directive when they were going to violate it

SNW S1E2 - Children of the Comet. This is a tricky one because of potential predestination and the end result being an accidental major break of the prime directive. A warp capable civilization is certain that a comet must destroy a pre warp civilization and refuse to let that change. The issue is that the ship/comet wants the Federation to interfere and does not intend to hit the planet. This is all in Federation space.

Another in Federation space that is also a loose fit is LD S5E7 - Fully Dialated where the crew must recover Data’s head from an alternate reality that has fallen on a pre warp world. The loose fit here is that the only reason they count as external is that it is Purple Data who is not technically a a member of this realities Federation and thus an outsider.

Lastly a decent fit but outside Federation space is Prodigy S1E7 - First Con-Tact. The crew first breaks the prime directive by making first contact with a pre warp civilization but then defends it by stopping a Ferengi from influence the civilization negatively. This is outside Federation space though.