Do we mean White Protestants or people of "WASP" origin?
There's a decent number of non-WASP White Protestants living in the New York area to this day, mostly of German descent and Bay Ridge is known as a Swedish neighborhood. There also was significant immigration from England and Scotland during the Ellis Island era though I don't think they ever clustered in a particular area that became known as a Protestant neighborhood. Torie's family history made me wonder how many southern whites emigrated to New York because while it definitely wasn't as many as California or midwestern cities there probably was a fair number as there's census tracts in Brooklyn with significant Scotts-Irish ancestry to this day.
I'm guessing the OP was referring specifically to "old stock" New Yorkers here before the Civil War and it would honestly be incorrect to refer to all of them as WASP either as it's possible a majority might even have been of Dutch descent. New York was probably the least anglo of the thirteen colonies.