Unconventional though he is, Trump would not endorse his supporters protesting violently.
I think you are utterly wrong there.
As evident from his TV address telling them to go home peacefully.
It took him a while though, didn't it. Even then, he was calling them beautiful people. He's a piece of shit.
The question, is why are the protesters so worried about Biden winning
Because they've been lied to by Trump and his acolytes over the last four years.
and why is Trump convinced he won?
Is he convinced he won? Ever since he lost the election, he's been running a fund raiser to support his legal efforts to get the election overturned. However, the terms and conditions of the fundraiser allow him to use some of the money to pay off the debts of his election campaign. The whole stolen election thing might just be a huge scam.
On the other hand, may be the consequences of losing are so awful for him that he has convinced himself he really won as a way of coping. Much like what the early Christians did when their leader got crucified.
If one million remainers can protest outside parliament, the actual protest of Trump's supporters is not unusual. The violent aspect probably didn't originate with Trump but others.
Trump has been stoking them up to do this for four years.
