How do I write a statement on this incident?

Welp, reading comprehension usually above par but not exactly sure what you're saying here.

The nurse involved was trying to protect Patient B from Patient X.

There is a door involved. Patient X stuck his/her hand through a door that was between them (?) and Patient B's finger was hurt?

The general advice is to state what happened as neutrally and precisely as possible. That would not include anything about the nurse being afraid, etc.

Something like this: I was on enhanced observation with patient (the one about whom you are writing the statement, Patient B in your OP), when another patient entered the area in an agitated manner [describe what you saw that indicated agitation]. I attempted to [? close the door (or xyz whatever you did) in order to protect patient but the other/agitated patient [did xyz] and in the process pt's finger [sustained xyz injury].

Who, what, when, where, how (and why if possible).  Use as few words as necessary to paint the picture.  Don't speculate.  If you didn't witness the fingers getting into harms way, then you don't know how they got there.  

I don't know if it's just too early in the morning, but I'm having a really hard time following this.   

Did Pt. X put Pt. B's hand in the door?  Or did Pt. X put Pt. X's own hand in the door ? 

And, what TMB said - exactly. 

Good luck to you !