Answer:
Though I am only two words I have thousands of letters in me
I am the state when a person is holding a person inside
I am round. I have only one line. Circle is not my name indeed. What am I?
What do you call a bear in the rain?
Weight in my belly trees on my back nails in my ribs feet I do lack.
They are many and one, they wave and they drum, Used to cover a state, they go with you everywhere.