Rain alone is OK, and you are allowed to remain on the beach if you choose. In thunderstorms, we were instructed to remain under the nearest shelter. Before the storm hit, we were advised that if we planned to return to the ship, we needed to do it then; once the storm hit the trams would stop for the duration.
As noted, the thunderstorms usually blow over quickly. Sorry, but I don't know if the cabanas are considered sufficient shelter.