Easy trick - simply cast some ghost army spells, select them, and press "G". As they patrol on your shaman, lightning hits from the enemy will not kill your shaman, unless it gets poped into the water. For this trick to work, you need to have at least 16 ghosts patrolling your shaman.

 

- 16 or more ghosts will grant imunity to lightning direct shots.

- between 11 and 15, there is a chance you shaman dies or survive direct lightning direct shots (the more ghosts, the better the survival chance).

- 10 or less ghosts are not enough to save your shaman from a direct lightning shot.

 

This only works online, as there is no ghost army spell in singleplayer, but it can be done with real units - which can be really risky as they can be easily killed in that position, so it's better to do with ghosts.