Lightning Rod Bug

Perhaps it follows the same logic as the Oasis Sandstorm: Lightning Rods do not prevent lightnings from happening around you at all, all they do is to prevent you from casting lightnings. So if somebody stands out of the range of the Lightning Rod and casts a lightning, the lightning might hit you even if you stand almost next to the Lightning Rod.

From the wiki: (Maybe with the lighting and the eyebrella on you weren't a valid target so it struck something else.) *Shrug* 

Spoiler

 Lightning may originate outside the lightning rod protection radius, and strike target inside the protection zone.

I can confirm that this happens, buts its very rare in my experience.