The IPG seems to have no “statute of limitations” on failing to discard (under GPE-GRV), so not completing the discard is not an option. Based on the wording in IPG, it looks to me as though you should immediately complete the action upon noticing that the game state has been broken. Therefore, whatever the game state is now, have the player discard a card. It seems as though the current game state is “Den Protector trigger waiting to go on the stack, before assigning a target”, so that's when the card is discarded, before announcing a target.
I agree with Russell above that this is sketchy if the player has subsequently emptied their hand before noticing the error, and at that point it's probably worth a Cheating investigation.
Edited Lyle Waldman (Feb. 29, 2016 01:52:58 PM)