Does Milotic's "Dew Guard" Ability prevent Supporter cards from removing Tools or Energy from my Pokemon?
No, Pokemon in play are not part of "you or your hand". But it will prevent your opponent from using something like Marnie to make you put your hand on the bottom of your deck and draw a new hand.
Source: Evolving Skies FAQ; TPCi Rules Team (2021-08-26)

Relevant cards

Note: All applicable cards may not be listed below.
SWSH7_38
SWSH7_38