I know of no tank in 1939 that had any sort of special protection for the ammunition.
Taking the German tanks of 1939:
PzKpfw I - 2 x machine guns, no special protection unless you count the ammo boxes!
PzKpfw II - 1 x MG and 1 x 20mm cannon again no special protection
PzKpfw III - 2 x MG and 1 x 3.7cm gun with rounds on floor, sides and turret
PzKpfw IV - 2 x MG and 1 x 7.5cm short gun with rounds on floor, sides and turret
PzKpfw NbFz V - 2 x MG, 1 x 3.7cm, 1 x 7.5cm short gun with rounds on floor, sides and turrets
I've not counted the PzKpfw 35(t) and 38(t) because they were Czech tanks and not German ones but they had rounds on floor, sides and turret. I assume that a FoW "Rules Lawyer" would point this out.
Oddly enough the British Matilda 1 & 2, Cruisers and Light Tanks had main armament rounds on floor, sides and turrets, so did the Poles, the French - everyone really.
I've spoken with many veterans over the years. If a tank was stationary when hit and remember most tanks had to stop to fire the crew bailed out. If it was hit while moving the driver tended to speed up and the crew stayed on board. None ever mentioned getting back in until the fighting and firing died down. The great terror was burning inside a tank.
The only tank I've heard of with any special ammunition protection was the M4A3 Sherman with Wet Stowage. This consisted of surrounding the ammunition stowage bins with a water/gylcerine mixture held in an outer hollow casing. The idea was that the water mixture would pour out over any penetration of the bins by enemy AP shot/ shell fragments thereby preventing or at least slowing ammunition fires. This modification appeared in Feb 44 on late production M4A3s.
A US Army study showed that 10 - 15% 0f wet stowage Shermans burned compared with up to 80% of dry stowage vehicles.