I've never seen anything like this so I'm just brainstorming. Never seen a well drilled through anything but sand and clay around here.
In the old days, when hand pumps were the norm, they used to drill a tiny hole in the side of the drop pipe below the frost line. When you pumped water, a tiny bit dribbled out of the pipe but that wasn't really a big problem. When you would stop pumping, the water would drain down through this hole so there was never standing water that could freeze. It meant a few extra pumps before you got water each time but it saved the pump.
Of course this only works with a submersible pump, if you have a pump at the top of the well, letting air into the line will break the vacuum and the pump will stop working.
You'd have to install a check valve inside the house so the pressure in your tank didn't drop when the top few feet of pipe drained.
the down side I see: eventually this tiny hole will erode into a bigger hole and air in the house plumbing. Maybe an air separator made for heating systems would solve that.