As long as there wasn't a lot of lightning close by and the water wasn't rising to dangerous levels, i'd keep on fishing
. You have to watch out for the water to rise quickly, even if it isn't raining on you yet, because it may be raining like the dickens further upstream. As far as lightning goes, I'd just get out of the water and try to get somewhere drier. I'd be more concerned with limbs being blown out of the trees from strong winds than I would about the lightning striking me.