It sounds like you did fine
Yes to the slow down. If no traffic coming towards you, and no one around you on a two + lane going in the same direction, then don't be afraid to use the road. As mentioned, it's the shifting and gusting winds that are hardest to setup for. Again if no traffic around you, try not to overreact and oversteer to compensate for the wind moving you around. Take a second to let the coach 'set', if it's a minor move left or right (Obviously if a specific gust has moved you to say going off the shoulder of the road, you have to compensate and react then.), that second to let the coach suspension 'set' will allow you then to properly adjust with one movement of the wheel. (Sorry, I probably did not say that very well. But the key is to not get yourself into a combo of oversteering/over reacting to minor movements. This can cause an escalation of the the problem.
When coming up on bridges, look for windsocks, as they will give you an indication on what to set for.
When going under overpasses, and or the wind blocks, be ready for the wind falling off, and then back on, as you clear the wind blockage.
We have a medium weight 40' with tag, we run about 34.5K pounds, and with toad we're pulling about 37K pounds. I find 25-30 MPH winds, to be OK to drive in. I start paying closer attention in the 30-35 MPH winds
And my two main personal deciding points on whether or not to pull of the road, are:
1) My gut. Do I feel it is, or becoming, unsafe to drive.
2) The truckers. When they pull off, I know it's time for me to pull off.
On your slide toppers. We have a 1/4" of nylon rope. I've one in a baggie for each slide. I tie a soft but slightly heavy wheel brush to one end, and then usually with less then two tosses, get the rope up over the slide topper. I untie the brush, and having two eye loops tied into each end of the rope, then use a 18" Twisty (The tie grips you can get at Home Depot and Lowes, that have the rubber coating on them, and allow you to bend/twist them into and around things.) thru each end of the loops. The rope is completely wrapped around the slide, and I loop the twisty thru on the side. I pull enough tension on the line to pull down the edges of the slide topper about 2-3".
This 2-3" of tightening down the edges of the slide topper, really helps keeping the wind from lifting and flapping the slide toppers. Much quieter inside the coach.
The downside to this, is that if the wind does pick up enough that I feel it is prudent to pull them in, or at least on my coach the big and deeper slide in the front living zone - I have to go outside and unhook the twisty and pull the line off the topper. (Have had to do that maybe twice in the last 5 years or so.).
I also am not shy on bringing our slides in pro-actively. If we have unstable, and forecasted high winds and thunderstorms or even a few time Tornado Watches/Warnings - I bring the slides in.
On lightening, I too disconnect (Not just power off at the pedestal, I disconnect and bring in the power line.) from the pedestal. Have plenty of battery power.
One other tip, if you are in an area with snow forecasted, bring your slide in. (Me being from San Diego, I have little snow experience. We woke up to an unexpected 6" of snow at Tigers Run in Breckenridge, the same day we were suppose to head out. Not only was their snow on top of the slide topper, we had ice too. Up on the roof, got as much of the snow off as I could. But the ice on the topper would not allow it to go into our Carefree topper casing as I tried to bring the slides in. Went to the office to let them know we were working on getting our slides in, and that we maybe a bit late pulling out. (No problem they said.) And up on the ladder and or roof, with my wife hair dryer. From start to finish, we were delayed 3 1/2 hours before getting on the road. And we were helped some by the sun that came out too
! Made a long day's drive, and much later arrival at our next destination then we like.)
And I personally do not drive in snow or ice. I wait until the snow highways are good to go, and will extend stays if needed to avoid driving on snow, and just will not drive on ice.
Load your phone up with an weather alert APP, we have Weatherbug on my wife's phone, and I have another app on my phone. And know what County you're driving or staying in, if bad weather is forecasted.
Common sense, and getting some time under your belt in the RV, will allow you to find your comfort zone. Stay within it, and go have some fun