You are the only one protected from opponent's spells that target you with a witchbane orb. Saying a player is hex proof is not the same as saying all of their permanents are hex proof as well.
As for wrath of god and other 'All creatures' or 'all players' spells. Since there is no targeting hex proof does not protect a creature from Wrath of God. Indestructible would protect a creature from wrath of god, but not hex proof.
Looking at Comp rule 114.1a a definition for targeted is made. It says that the verbiage 'target [something]' is the indicator that a spell is targeted.
Looking at 702.11 the definition for hex proof says a permanent can't be the target of a spell. meaning it can't be targeted.
So a Wrath Of God that says 'Destroy All Creatures' is not considered a targeted spell and thus is not hampered by hex proof.
Furthermore looking at 114.9a it is clarified that just because a spell or ability can affect objects and players they don't target does not mean they have atrgeted that player or object.