Lightning protection for Antenna Connector
ESD protection should not be needed as the receiver/transceiver modules should already have build-in ESD protection. Any ESD protection you add will influence the matching between Antenna and Module resulting in reduced sensitivity and/or transmitted output power. It is a much better approach to just make sure that the metal parts of the antennas cannot be touched, for example by using an antenna that sits inside a plastic housing. Then you don't need extra ESD protection and you can rely on the module's build in protection.

Lightning protection:

All you can do here is make sure that the mast / pole you're using is conductive and well earthed. Then also make sure the mast/pole is the highest point.

But even then, if lightning strikes the mast / pole directly it is simply a matter of luck if your receiver modules will survive or not. A lightning strike can be so powerful that it can rip out the mains wiring from a wall. There is simply no way that you can reliably protect sensitive low power electronics from that.

I would not connect the shielding of the connectors to the metal case. I would only connect the metal of the case to the supply ground. Connecting the RF side can interfere with the reception as it is a sensitive point so I would not do that.