I think there are different things you might want protection from and filters and lens hoods may provide more or less protection depending on the threat.
One class of issues is an object or the ground striking the front of the lens. Here I think a good lens hood is usually the best protection. And if you aren’t shooting, a good lens cap. I generally use Zemlin hoods and lens caps on my Z 800 PF and Z400 TC.
Another class of issues is smaller airborne stuff hitting the front of the lens: blowing sand, salt spray, fumes from thermal features. A lens hood, while still helpful, may provide less protection here. In these circumstances a filter in front of the lens might be useful, if of good quality. I bought the Kase add-on front filters for my Z 800 PF and Z 400 TC to use in these sorts of circumstances, if desirable.
Rain and snow is probably less risk to the the lens, but may affect the image. I use lens hoods to try to avoid getting rain or snow on the front element — the option to have a longer hood than Nikon’s OEM hood is one attraction to Zemlin hoods. Tends to work pretty well unless you are shooting up or straight into a blowing rain or snow. And here getting rain or snow on a front filter causes the same image issues as rain or snow on the front element does.
I was recently in Botswana on a wildlife trip. Used the Z 400 TC as my main lens. There was a fair amount of dust in the air. I did not use a front filter, just a Zemlin lens hood (and Zemlin lens cap when not shooting). I blew the dust off the lens periodically with a blower.
The only downside was the lens cap. It was still on my lens early one morning as we left camp. All of a sudden, we saw a rare brown hyena off to the side of the road. I raised my Z9 and Z 400 TC to take a photo and all was black. I forgot I had the lens cap still on. As I took the cap off, the hyena ran away, so no photo. Our guide was disappointed. He had been a national park ranger and guide in Botswana for over 20 years and it was only the third brown hyena he had seen. (Of course, this one was on me, not the lens cap.)