[skill]Protective Bond[/skill] is working properly, the skill that's acting weird is [skill]Essence Bond[/skill]. Essence Bond will only activate when you take Physical or Elemental Damage. This means you have to actually take damage, instead of zero damage. Also, the damage has to be physical or elemental. An example would be a wand that deals shadow damage.
A different way you could get energy is to have all three heroes use [skill]Life Bond[/skill] on you and then cast [skill]Balthazar's Spirit[/skill] on themselves. In doing so, they gain energy from the damage transferred over by Life Bond, which is close to none thanks to the protection of Protective Bond.
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