XTR111, how to protect the external MOSFET transistor?

Alex,

The XTR111 was designed specifically to operate with an external P-MOSFET, therefore its gate-drive circuitry is not suitable for a PNP bipolar transistor. Generally, the thin gate oxide layer of MOSFETs is the structure that is most vulnerable to ESD discharge. If a P-MOSFET is selected with a VDS rating well above your loop supply voltage I would not expect a protection diode to be necessary across the drain/source, however there is always the potential for inductive flyback in a transient condition and a diode would help prevent these from damaging the FET. TVS's may provide superior protection in your application however remember to consider the leakage current through any added protection circuitry as it will contribute error in your current loop.