are public protests the only way to fight oppression?

No, of course not. Just doing your job as a journalist documenting the government breaking the law is a great way to fight oppression without engaging in public protest.

I ask because, while I stand by that if someone with a gun tells me to leave, I will leave

Are you a journalist? Do have have a responsibility to the public to document how the government is responding to the protests? As a private citizen, you're free to follow the dictates of your conscience. But I suspect you'd be a terrible journalist.

It seems strange you're asking about protest ethics, when there were no protesters in the video; only police and journalists. I hope you're not trying to shift the goalposts, derail the thread, or muddy the waters. There is no order to leave recorded in the video, only police approaching and immediately firing rounds. Journalists in the United States should not expect to be targets of police violence when they're clearly engaged in first amendment protected activity and not breaking the law.