The universal core
Every piece: Protection IV + Unbreaking III + Mending. That trio is the backbone of all four slots. One nuance: Protection types (Fire/Blast/Projectile Protection) do not stack with each other — Protection IV is the generalist king, and specialist pieces are a side-shelf for specific fights.
Slot-specific picks
Helmet: add Respiration III and Aqua Affinity (underwater breathing/mining). Chestplate: nothing extra beats the core. Leggings: Swift Sneak (from Ancient City loot) for deep dark visits. Boots: Feather Falling IV (fall damage — the biggest killer), plus Depth Strider III or Frost Walker for water play, and Soul Speed for Nether travel.
Thorns and the Elytra question
Thorns III on the chestplate punishes melee attackers but eats durability fast — with Mending it is fine. For the Elytra itself: Unbreaking III + Mending only; putting Protection on the elytra requires combining with a chestplate via an anvil, which splits the community — the classic setup keeps elytra pure and the chestplate armored.