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In an acronym "PVC". Also, you still have to use the metal water line if it extends at least 10 feet underground.
The minimum length of a ground rod is 8 feet. This accounts for the majority of rods sold.
Rod & pipe electrodes are required to have at least 8 feet in contact with the soil. Therefore, the rod, at the very least, must be driven flush with grade and any 8 foot rod that protrudes above grade is not in compliance with the NEC.
If the connection is above grade, the rod must be longer that 8 feet.
Damage means what it says, in many instances from a lawnmower.
Protection- Sleeve it with Schedule 80 pvc pipe or IMC or RMC. Other methods may be fine, but it would be up to the AHJ.
Never heard of any concerns dealing with freeze & thaw as regards ground rod conections.
Keep in mind that if this is a ground rod sticking up, chances are it is already a violation. Concerns about damage can be alleviated by pounding the rod flush or below grade.
You seem to be interested in grounding. "Soares Book On Grounding" is highly regarded in the trade. Plenty of diagrams & pictures. Well worth the $$$.