Any external wire can feed interference or EMI into your enclosure. The highest risk is long exposed wires.
The best protection after using shielded pairs or twisted pairs is to ;
lower the input impedance and raise the series impedance to limit current from a kV pulses expected and add more clamp diodes to both rails on each external pin. this amounts to adding an RC filter input filter.
if you expect high voltage transients, then the resistor must be rated for similar high voltage.
If the circuit is low impedance then LC filters can suppress transients more effectively without DC loss.
Calculate the attenuation and current of your new filter assuming a 10kV 100us transient induced , not a direct hit.
- data lines need a CM choke such as those used for ethernet or modems