I cannot claim to be knowledgeable about essential oils so I am quite doubtful if they offer any special protection against COVID-19.
Some sellers of supplements and essential oils are using coronavirus claims to market their products. One of these claims is that essential oils may have "anti-viral" properties. While this may or may not be true, it does not mean that it protects one from contracting the virus, nor is there evidence that it has any effect on Covid-19.
Here you can find a warning letter from the U.S. Food & Drug Administration (FDA) to a seller of "Unapproved and Misbranded Products Related to Coronavirus Disease 2019 (Covid-19)".
As of 2 April 2020, there are not yet any vaccines or drugs approved by the FDA to treat or prevent Covid-19.
