When small they like the less intense sunlight, when large they like 100% sun but I water once a week to once every other week. how big are they?
They become very tolerant of rains when older as long as the soil can drain very fast but if its constantly wet, you can and likely will get stem rot. A shallow pot is a good solution or care for them in a greenhouse/growlight/window/whatever but out of the elements. I would say that when they are about and inch in diameter at the base and at least a foot tall then they are capable of getting heavier rains. Everything less you should for sure bring them indoors. Humidity is a problem when evaporating a heavy rain unfortunately since it seems to halt a soaked soil's ability to evaporate.
they purple/brown in the harsher sunlight, so look for this and help them into a more filtered sunlight. Heavy watering causes a bulb-like shape formation where the roots cant support the cactus. you can add a stick to support it and add more soil. the cactus will root into it.
stem rot:
It will occur around the soil line, turn tan-ish clear and become a goop sausage. You should identify it early and save any green on the cactus by removing it from the rootstock and cleaning off the rot. Let it dry indoors in ambient light over two-weeks and then plant into dry soil, water the soil in about a week or two but not regularly by any means cuz it doesnt have root, youre just trying to get it to produce roots. 100% perlite is nice to root in also. Mulch based soil is nice for this but adding a bit more perlite works well instead too. Im having success using vermiculite based soils for Lophopha varieties, watering gaps 1-2 weeks.