Do I have to have been in the SAS?
You don't have to have been in the SAS. To be honest, the SAS have only their one particular section that is involved in close protection, and that is the Protective Wing. Over and beyond that, in fact, there are more individuals that will come from former Royal Marines in the Parachute Regiment, and traditional groups such as the Royal Military Police, who are involved in these types of tasks and duties in their own military roles. Therefore, you don't have to come from a Special Forces background such as the SAS.