So explain, not complain...
I was Chief Engineer for a well known secret Military ‘product’.
My former boss was the top manager who built those Space Shuttles.
Engineering is about Best Practice.
Find the Maximum Hole Diameter for EMP protection by a Faraday Cage.
Best source is a Mil-Spec, military specification.
Double your protection:
Buy an old vehicle, electrical eg points, carburetor. Avoid all electronics. Car or motorbike.
Surround all 6 sides, like a box, with a chicken wire like cage. Includes top & bottom sides.
Critical spec is follow the Mil-Spec max hole size. Do not violate that. Any larger ‘hole’ defeats all.
Example: microwave oven hole size, front window screen, is tiny.
The enemy is insulating metallic oxidation along unsoldered seams like the door.
Store needed electronic/electrical gadgets, & vehicle inside.
Untestable, but that is top protection, nearly as good as the military,
better than 99.99% of civilians. Highly likely YOU will have survivable transportation.
Next to Best Practice is research an acceptable Max Hole Size,
else the expensive ideal is solid flat sheet metal, all 6 sides, welded seams.
Any protection betters no protection. The limit is your wallet size and passion.
Lightening vs nuclear is irrelevant, former conventional only, difference is 1 million times more for nuclear.
If you ever build one, post a pic.
Again, oxidation is your hidden, biggest enemy. :-)