The fuse won’t do any protection under lightning power surge. The circuit board has TVS diode on each zone as well as the 24VAC line to protect the circuit. Still, if there is lightning strike, it can destroy the TVS diode. You can submit a support ticket and get the board repaired or replaced.
It looks like I fried both the OSPi and the Pi. AND I fried the power supply. So much for surge protector…. I just tested the power supply, and it is showing 0 VAC. I also tested the OSPi using the transformer off my old Irritrol controller, and it does not power on.