This paper proposes a novel cooperative secure unmanned aerial vehicle (UAV) aided transmission protocol, where a source (Alice) sends confidential information to a destination (Bob) via an energy-constrained UAV-mounted amplify-and-forward (AF) relay in the presence of a ground eavesdropper (Eve). We adopt destination-assisted cooperative jamming (CJ) as well as simultaneous wireless information and power transfer (SWIPT) at the UAV-mounted relay to enhance physical-layer security (PLS) and transmission reliability. Assuming a low altitude UAV, we derive connection probability (CP), secrecy outage probability (SOP), instantaneous secrecy rate, and average secrecy rate (ASR) of the proposed protocol over Air-Ground (AG) channels, which are modeled as Rician fading with elevation-angel dependent parameters. By simulations, we verify our theoretical results and demonstrate significant performance improvement of our protocol, when compared to conventional transmission protocol with ground relaying and UAV-based transmission protocol without destination-assisted jamming. Finally, we evaluate the impacts of different system parameters and different UAV's locations on the proposed protocol in terms of ASR.