Lightning Surge Protector that complies with DO-160. Indirect lightning waveform, Gas Discharge tube or MOV in parallel with tvs
If you did, it would be wise to also put series resistance in between the Gas Discharge Tube (GDT) and the TVS against the worst case scenario like this:


Source: https://www.eenewsled.com/content/tvs-surge-protection-devices-protect-your-electronics

The series resistance would be dependent on the load, and how much current the TVS could take before failure.

If using on ethernet, the transformer already acts as a barrier, most have 2kV, some have more (I've seen up to 6kV). If desired the phy can be protected from discharges that travel through the small amount of capacitance that exists between the windings in the transformer. If you do use a TVS, make sure it has a small amount of capacitance (under 1pF) or use for highspeed applications, 


Source: https://incompliancemag.com/article/designing-ethernet-cable-ports-to-withstand-lightning-surges/