Should I Pray for Protection for Persecuted Christians When God Might Want Them to Be Martyrs?

Questions about how to pray for persecuted Christians in light of the fact that God wills that some will be martyrs, and how persecuted Christians who are being threatened and beaten know if they should stay and preach the gospel or leave and protect their family.  

• I have a hard time praying “Old Testament promises” for protection and deliverance for persecuted Christians since I know that, in some cases, God wills that there will be martyrs for Jesus. Any suggestions on how to pray?
• Why don’t Christians who are being persecuted, threatened, beaten, etc. relocate if they are able, especially if they have a family? How do they know if they should stay and preach the gospel or leave and protect their family?