A coating system disposed on a surface of a substrate is provided. The coating system includes a bond coating on the surface of the substrate, a protective coating on the bond coating, a thermal barrier coating on the protective coating, and a protective agent disposed within at least some of the voids of the thermal barrier coating. The protective coating is constructed from a ceramic material, and the thermal barrier coating defines a plurality of elongated surface-connected voids. Methods are also generally provided for forming such a coating system.