What should I do if I have a lease signed by both of my tenants but now one has a protective order against the other and is no longer allowed there?

You should do nothing about the situation that you have written about for the simple fact that you have no dog in the fight between the tenant who occupy the same unit. They are to pay you rent when due. It is not your job as the landlord to get involved in personal bickering.

Connecticut law does have provisions, though, that protect the victim of the assault pursuant to Conn. Gen. State. Sec. 47a-11e. Here is a link to your state's website that you can use to read-up on your duties and the duties of your tenants if one decides to leave:  http://search.cga.state.ct.us/dtsearch_pub_statutes.html   Basically, if the victim of the assault wants to leave, the victim can provide you the notice and items required by the statute and terminate the lease as it pertains to them.  Your are required to let them terminate their portion of the lease.  The defendant/abuser, is not afforded the same rights-- he/she will still be bound by the future obligations on the lease, even if the victim moves out.