According to john locke, if the government failed to protect natural rights, what did citizens have a right to do?

The right to overthrow the government and establish a new one.

John Locke argued the idea of a "social contract."  According to his view, a government's power to govern comes from the consent of the people themselves -- those who are to be governed.  So if the government was failing to attend to the rights and welfare of its citizens, citizens then had the authority to unseat that government and establish a new one.  This idea of Locke's was something the founding fathers of the United States relied on when they pursued independence from the British crown.

The views of Locke (and other Enlightenment theorists on the social contract) were a change from the previous ideas of "divine right monarchy" -- that a king ruled because God appointed him to be the ruler.  Locke repudiated the views of divine right monarchy in his First Treatise on Civil Government.  In his Second Treatise on Civil Government, which is more often referenced today,  argued for the rights of the people to create their own governments according to their own desires and for the sake of protecting their own life, liberty, and property.  This included the right to overthrow a government that trampled on those natural rights.