So, can anyone recommend a coax cable isolator/lightning arrestor?
BTW don't forget your PC is grounded, I don't think the modem is apart from at the ISP's end - lightning hit the cable, found it's way to your PC then through the case to the ground connection. I'd advise isolating the PC from ground and from the modem.
It would be interesting to find out what the lightning hit though - the coax cables are buried and, while the ground around a strike is charged I doubt the strike would continue back above ground again...