To try and clarify my quote: David was talking to Barnabas, and he told Barnabas that "Josette's ghost always protects the members of the Collins family" Later, when Barnabas is in the Old House he looks at Josette's portrait and says "I was a Collins, why didn't you protect me?" then he says something like "Why did you let them make me into something that even my Father, blah, blah, blah." or something like this, I don't remember this part of his speech as well. However, I still don't think that this would make sense if they were alive at the same time. David is talking about her ghost, unless the writers were planning that he didn't become a vampire until after she died. Then perhaps her ghost could have protected him. If this was the case they changed it later, when Barnabas tells Vicki and Carolyn the story of Josette's death. (He was obviously a vampire and he was chasing her. It even sounded like he may have drained her before she was able to throw herself off the cliff, "Bloodless body".)
It is sightly unfortunate that the storylines weren't more true to each other. But, they were writing them over a long period of time, and there were 5 episodes a week. Continuity often isn't very good even in weekly shows that have been on for 5 years, but lack of continuity is one of my pet peeves, so I always keep the parts that I like the best, and ignore the changes, or the original part that I don't like as much as the later change.
I hope that this makes more sense.
Misa