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I'm building a sort of jcm800 type tube preamp with a master volume right after the cathode follower/tone stack stage. Nothing unusual. My question is do I need a coupling cap after the master volume? This will be the output. I know this is obvious to most of you, but I'm not sure. Any help is appreciated.

If there's a gain stage or phase inverter after master volume, then yes, you need a coupling cap after it.

Also, it should be useful to add a series resistor to protect the tube from shorts to ground.

If this is a stand alone preamp then YES you need a cap to decouple the stage.

Be aware the output of your preamp is the tone stack Volume pot which relies on the High Z of the PI (assuming the classic Marshall circuit topography).

The classic Valve tone stacks are Hi Z output and if the next stage is not hi Z input then it loads down the effect and so your tone controls won't work as effectively. The result may be rather disappointing.
Adding a HiZ buffer stage will guarantee the tone stack will work into most anything.
Phil.