Rallying and staying sort of safe

The following is what I have found to work when rallying, be it RvR or Conquest events.
There are a number of things that you can do before hand to reduce the loss.

You have to assume that you will get attacked, because you are not shielded, so plan for it.

Planning steps:

1. Turn on a Protection Boost, which will protect 50% more of your resources
2. Spend all your resources above your protection cap, or trade them to silver, and upgrade some local buildings, or give them away to alliance members, unless you are happy for someone else to steal them.
3. Setup you champion gear to be as strong as possible with siege machines.

Pre Rally Steps:

1. Work out you rally time.  5 minutes is preferable, as it reduces the time you will be unshielded.
2. Locate some resource tiles, which are at least rally time + 5 minutes walk time away and have at least the number of marches you have on the screen at the same time, and bookmark them.
3. If someone else is unshielded, get them to scout the target to see if there are opposition troops in it.
4. For Conquest events, do not attack normally friendly alliance capitals with troops, as you are killing off a friends troops.

Rally Steps:

1. Call your rally, putting as many siege machines as possible into the rally.  Add some other troops to protect the catapults if there may be troops there
2. Jump to your bookmark
3. Gather using as many troops as you can on each resource tile.
4. If you want to scout, then you will have to leave at least 1 march free to do the scouting

At this point, your troops in the rally are safe from anyone that attacks your castle.

Your gathering troops are in transit and can't be attacked until they arrive.

You could now scout (if you have a march left), to check if your target has troops, or other targets have troops.

I strongly suggest that you scout just before your rally leaves, so you can make sure the target hasn't been reinforced when doing RvR.

Post Rally Steps:

1. When your troops are about to leave for the rally, you can recall your gathering troops.  This requires a bit guess work, as you want your gathering troops to get back to your castle just after the rally troops arrive at the target capital.
2. When the rally troops arrive at the target capital, and succeed (or fail, but hopefully not), you can then turn an 8hr shield on

At this point, you return to Rally steps, and go again...

Good Luck.