I can understand lightning striking near a cave entrance, due to (for instance) damp air coming out, but I don't beleive it is possible for lighning to travel down a shaft. The reason is that ground (all ground) surrounding a cave or anywhere else is (by definition) at ground potential. The lighning would, therefore, have to be passing points of ground potential to travel down a shaft, yet the shaft cannot be below ground potential.
Electrical sparks always take the line of least resistance, and therefore could not "pass" a zero point at ground level.
This is rather like a Faraday Cage effect, and is the same reason why people don't get electrocuted or fryed when lightning strikes an aircraft, the lightning is unable to penetrate INTO the cabin as it ca't pass the surface skin.
Mine shafts with metalwork (such as a headgear) ABOVE ground are different, as a 100 foot high headgear will bring a higher potential point (from 100 feet up) all the way down to the bottom of the shaft (if there is metal work to conduct it) causing a local variation in ground potential. A strike on a headgear would certainly cause spitz 'n sparks at the bottom of the shaft.