Protected from hail in the borders of Scotland (5)
I believe the answer is:
saved
'protected' is the definition.
('saved' can be a synonym of 'protected')
'hail in the borders of scotland' is the wordplay.
'hail' becomes 'ave' (I've seen this before).
'in the' indicates putting letters inside.
'borders of' says to hollow out the word (remove centre letters).
'scotland' with its centre removed is 'sd'.
'ave' put inside 'sd' is 'SAVED'.
'from' is the link.
(Other definitions for saved that I've seen before include "Preserved" , "Put money by for a rainy day" , "Delivered" , "Kept for later" , "what Jesus did" .)