After that I see the thin transparent protection paper will not go off.
It stick very well on each other.
I check the whole unused decal sheet and realized that the thin protection paper stick to ALL the decals.
Unfortunately, i don't know exactly what you mean with "protective film" on the decals. Actually there is only there the carrier film, which is however usually larger than the picture.
Do you have a photo what shows these protective film?
Otherwise, i can only recommend cutting the decal as close to the edge as possible in a way like FredG already said. Use water with a bit vinegar or a softener (e.g. Humbrol Decal Cote 1) to dissolve the paper. Always apply the decal to a glossy
surface, if possible use an adhesion improver (e.g. Humbrol Decal Cote 2). Only after these steps use the model to finish with a durable protective lacquer, glossy or matt, as you would like.
When you put decals on matt surfaces, you will always get a gloomy look because under the carrier film collect air bubbles. The technically transparent carrier film around the image then looks dull and becomes clearly visible.
Maybe that was the problem which you mean. If not, try to explain to me again.