The fine tip, spray regulator, and needle are the ones that come with the Rage. The Velocity comes standard with the ultra fine parts. I believe that's what you have. The ultra fine needle has one groove on its blunt end. The fine needle has two grooves.
What you are calling the needle protector is really the spray regulator. It's the front piece and the brush won't work without it. There are two types. One has prongs to protect the needle, and the other has no prongs and fully exposes the needle. The one without prongs is risky to use, but some users want to be able to pick dried paint off the needle. It could be that you have both types.
You might want to look at my Krome review. It's pretty much the same as the Velocity.
One source for the parts is Coast Airbrush.
Don