This is a good sign, as long as he allows you to handle the chicks and other birds too, and shows only concern but not any aggression. Sounds like you have a good grasp on the situation and are teaching your daughters to as well. Kudos.When the hens went over to peck at them and grab at their feathers, Hank went over, pecked at the hens, and move between them and the chicks. I have since opened the crate and let the chicks come and go in the run. When they are out of the crate, Hank keeps himself between the hens and chicks and keeps the babies safe.
This could cause problems, multiple males can bring out the worst behaviors in all of them due to competition.The girls and the other cockerel are quite friendly.
How old are all these birds?