that we have to be on constant alert to protect ourselves against their fury
这个句子不完整,是一个that 引导的从句。
谓语部分是:have to be on constant alert,分解如下:
be on alert:处在警惕状态。
be on constant alert:时刻保持警惕状态。
have to be on constant alert: 必须时刻保持警惕。
最后不定式 to protect ourselves against their fury,也是目的状语。
【翻译】我们必须时刻保持警惕,以保护自己免遭他们愤怒时的侵扰。