How does a key wrapping like RFC 3394 secure my cryptographic keys?
Yes, you are correct; the keywrap algorithm assumes that you have one long term secure key, which you can use to protect other keys.  The writers of RFC 3394 assume that you do have a secure key-encrypting-key (KEK).

This doesn't appear to be a valid assumption in your case.  In your case, you need to do cryptographical operations even though someone can assume your entire memory space; this sounds like you need White Box cryptography.