While you were on your journey, you had plenty of time to study that shell as well as study under Than. Due to your studies with Than, your gained your first functional level in Stormwarden. Due to being one of the few people alive to be outside during a high storm and even HIT by the storm wall, you've gained rare knowledge on the realities of the storm. This increases your Stormwarden skill to 2
Than, meanwhile, has become obsessed with spren since having been rescued by the giant spren in the ocean and spends most of his free time studying them.
Your research into the shell has provided you with a lot of knowledge on their design and construction. Combined with your experience of the storm, it makes sense how the hard, but non-brittle material of the shell would provide a degree of protection from the storms.
Large debris would still smash the shells, so you surmise they would still have to hide like everything else