Screen protector is probably unnecessary, but also basically not noticeable if you have one on.

If you insist on a bumper case, most have the protector built in. I'd suggest getting one with a seal so the screen doesn't get wet if your watch gets wet since popping the case off, drying both and reattaching is annoying.

So I guess to answer your question: I suggest you go for two separate, assuming bumper case you select does not cover the screen.

The edges of the Ultra (2) ding fairly easily, but adding a full on case will increase the bulk of the watch, so hopefully you don't mind that.