The protection dépends on the REDOX:
Fe -0.44V iron
Zn -0.76V zinc
Al -1.662V aluminium
Mg -2.372V magnesium
Fe > Zn > Al > Mg
I you want to protect aluminium and steel you have to find an anode whose Redox is fiewer, by exemple magnesium. Zinc will protect only iron or steel. Aluminium will protect zinc and steel and will become a sacrificial anode!
In ship yards zinc anodes are used because ship hulls are made of steel. They are generaly welded inside the hull.