The Praetorian guard did not quite function as bodyguards, their duties were more of a mix between military police and ceremonial guard as explained by u/Naugrith and others here, as well as recently by u/XenophonTheAthenian in this answer.

As for your main question, the author Suetonius Tranquillus lists in quick succession several plots against Augustus in the 19th chapter of his biography of that emperor. Some of these seem to have been assassination attempts, others planned coups d'état. Some of these were planned by Roman elites, and some as Suetonius scornfully notes by lower-status people, like Telephus who is described as a woman's slave and name-caller, and a unnamed army servant.

These kinds of plots seem to have happened with many other Roman emperors, for instance Suetonius also reports similar attempts against Claudius (Claud. 13), the Pisonian conspiracy against Nero, and of course the successful assassination of Gaius Caligula.