Me and my friend were there the end of July. We had a thunder/lightning storm and waited it out on a bed that we had. Everyone was running to the ship. It passed in 15-20 min and the beach was empty after. Everything stayed open and running. Some even came back. I'd even wait it out under an umbrella. Your on vacation...who cares if you get wet lol. The buffet areas are big and covered also. I had the best day on Coco Cay, even with the quick storm. If you have a bed, it has a roof and canvas curtains you can clip together for some protection.
