When Eva took the helmet and gloves from Leslie's closet, I don't think Eva's motivation was to protect Leslie.
Remember that Leslie warned Eva that if Leslie were found guilty and jailed, then Eva could also be considered guilty as "accessory after the fact", because Eva kept her suspicions quiet for a long time and let Leslie get away with it.
At this point, I think Eva would be sort of relieved if Leslie were caught, but at the same time, Eva would be terrified that Leslie would testify against her. So I think Eva's motivation for hiding the helmet was for Eva's own self-preservation.
That being said, Eva may have led Leslie to believe that Eva is protecting Leslie.
But after Leslie discovered it was missing and realized that Eva took it, Eva said something to Leslie that indicated that Eva feels that she is now holding some of the cards.