What I've Done

I absolutely love this composite. It's crazy, and totally fitting of the title you've given this creation. You have adequately made the subject--the girl and umbrella--actually seem as if they are floating in the great expanse of the ocean. I can totally believe she would be covering her ears from the crash of lightning and thunder going on above her.
The elements of this creation that are not working for me, are not many:
1: The entire image lacks a little depth. Maybe some bigger raindrops in the foreground would cure this.....
2: The lightning seems a bit dull for the scene. One would expect lightning to appear much brighter.
3: The umbrella your subject is in seems much brighter than the image as a whole. While you've done an excellent job on the was light and shadow would be cast, maybe just a touch more could be done to the left-most panel on the outside of the umbrella.
Overall, I think this a splendid and imaginative creation. I docked points in 'Technique' for the three items I've listed.

Keep up the great work and keep the images coming. <img src="e.deviantart.net/emoticons/s/s…" width="15" height="15" alt="" data-embed-type="emoticon" data-embed-id="391" title=" (Smile)"/>