Protecting a tethered floating device from Lightning strikes
A wet "nonconductive" tether is still pretty conducive to lightning. I think there's a few things worth considering:


how likely is lightning, both in absolute terms and compared to high wind events?
how is the baloon itself going to survive a lightning strike?


Placing the solar cells on top of the baloon strikes me as both very bad for stability and also exposing them to lightning. What I'd do as lightning mitigation is put them a meter or so below the baloon, below the tether point. Unless you're very near the equator the sun will still reach the cells at an angle.

You'll need to seal the electronics very thoroughly. You can protect a bit more against ESD by putting them in an aluminium case; sprinkling some of the traditional ESD protections (TVS diodes, small choke coils) on any connections outside the box will also help.

Realistically I would build several of these devices and accept that either you take it down during a storm or it blows away or gets vaporised by a lightning strike.

Edit: depending on height, weather, positional requirements and local aviation rules, an autonomous glider could work quite well for this sort of thing; admittedly that's a much bigger project. But check your local aviation rules for tethered baloons at that alitiude anyway.