I installed the 50A progressive EMS in my Toy Hauler and I connected it on the load side of the ATS.. So, in answer to your question the progressive protects everything in the trailer, whether being fed from shore power OR generator power. Progressive even has instructions on their web site on how to do this. My generator is not an inverter style genny...it's the Onan 5500W that is an onboard generator.
The thing to keep in mind though, with the EMS installed where I did, your incoming lines AND the EMS are both upstream of the protection...which means that in the case of a surge in the power system and/or a lightning strike that follows the shore power all the way to the trailer, most likely the ATS will become the sacrificial piece of equipment. To me, that makes more sense, as the ATS is cheaper to replace than almost any component in the trailer