If you are damaged in combat such that your endurance falls below your fatigue rating and a wound is threatened, are you considered weary for the protection roll?

If you became Weary on the same attack that the wound is threatened, I would say no. You would be Weary for subsequent Protection rolls.

To argue that the Protection roll would count as Weary is to argue that the Endurance damage happens before the Wound, which I don't see at all. My take is that the two happen at the same time, and that the effects are applied simultaneously.

I agree. I would say that you complete the action (in this case the hit, including protection rolls) first, before applying damage/wounded/weary conditions...

Thank you guys. Seems fair!

Agreed!