Between the Treaty of Portsmouth and the Eulsa Treaty in 1905, the Korean Empire wasn't a Japanese protectorate yet, however it did share a border with Japan on Sakhalin.
It was a British protectorate/protected state, but I don't know how far that goes in terms of calling it "independent". This status wasn't lifted until 1919 until the signing of the Anglo-Afghan Treaty of 1919, which is celebrated on Afghan Independence Day.