This is not that rare, lava tubes often capture streams. The photos below are taken underneath a similar feature in the I?rafossar cave in Iceland. In this case there is no single large hole but fissures in the lava in the bed of the Laufbalavatn lake cause long curtains of water to fall into the cave below, which has a significant length of streamway. I have heard of a lava tube cave in Mexico which requires a boat to negotiate as it has captured a rather large river.