In short, cold sores aren't protective against a genital herpes infection - whether both infections are caused by HSV-1, both infections are cause by HSV-2, or one infection is caused by each.
Sources:
Embril, JA et al (1981) Concurrent oral and genital infection with an identical strain of herpes simplex virus type 1. Restriction endonuclease analysis. Sex Transm Dis.8(2):70-2.
Lafferty et al (1987) Recurrences after oral and genital herpes simplex virus infection. Influence of site of infection and viral type. N Engl J Med. 316(23):1444-9.

