In case of emergency, please make sure to check that your instrument is ok first. Then you can start worrying about other things.
I played in a quartet once at a heritage festival, all dressed up in classical-era clothing out in the middle of a grass field in front of a small tent. It was pretty amazing. Then there was the rumble of thunder in the distance and huge, towering cumulonimbus clouds approaching. We continued to play underneath the awning extended from the tent; that is, until the field began to flood. We took shelter in the tent and stored our instruments there. Then the tent began to flood, so we had to quickly grab our instruments and run as fast as we could to the van. Whether we got wet, muddy, or struck by lightning didn’t matter, so long as we got the instruments safely to shelter.
That would be my first response too. I’m rather fond of my crash cymbols, triangle, and timpani =). Of course, I would be worrying about the other instruments as well!