Addendum
First let me say duhh!
When I read "protect from weather" my conditioned response was to read it as "protect from moisture"
But....you are in New Mexico, lots of sun, wind and way dry
That being the case, UV and drying are more your problems. Much of what I posted still apply but I would add that any clear finishes should contain a UV protectant and or use paint as opaque surfaces are the best UV protection
And take care to seal all end grain as this where most of the drying will occur. Actually it will all dry eventually but what you want is for the members to dry as evenly as possible along their length.
Ahem....
