What would happen if a bug zapper is on during a thunderstorm or a rain storm? Would it burn up? Would it catch fire, or what? Because I now have my Stinger UV-40 bug zapper on the corner near the septic system, and I'm worried that if it gets wet, it would probably burn up.

It will short and trip the main circuit breaker. That why bug zappers are suitable for indoor use only.

Depends on how it is designed (the IP rating). There were models rated for outdoor with proper IP rating.

Other thing is, it is not good practice to use bug zappers outdoors (and in many countries it is actually illegal to use such devices outdoors).
First it lures bugs from large area to where you are, so you will have to deal with more bugs bugging you there. So no efficient help at all.
And second, it kills all bugs, while many of them are then missing in the natural environment and are really rare and should be protected.

So if you want to use some insect  control, it should be either selective for species that are really bad,
or if it you want to get rid of all insect species,it should better repel (instead of killing) them, so they are then not missing in the nature.
And the bug zappers are neither selective, nor repelling.

The problem is, bug deters that use a perfume for deter bugs, can be toxic if the room isn't ventilated, and the ultrasonic bug zappers don't do anything and I discovered that these are all fraud.

The problem is, bug deters that use a perfume for deter bugs, can be toxic if the room isn't ventilated, and the ultrasonic bug zappers don't do anything and I discovered that these are all fraud.

The place in question in my understanding is outdoors (the original question was about rain robustness)...

Depends on how it is designed (the IP rating). There were models rated for outdoor with proper IP rating.

Other thing is, it is not good practice to use bug zappers outdoors (and in many countries it is actually illegal to use such devices outdoors).
First it lures bugs from large area to where you are, so you will have to deal with more bugs bugging you there. So no efficient help at all.
And second, it kills all bugs, while many of them are then missing in the natural environment and are really rare and should be protected.

So if you want to use some insect  control, it should be either selective for species that are really bad,
or if it you want to get rid of all insect species,it should better repel (instead of killing) them, so they are then not missing in the nature.
And the bug zappers are neither selective, nor repelling.

The only bug I want to get rid of is the mosquitoes. They can carry viruses, like Zika, and other viruses.

I know the problems are mostly with these, but for outdoors the zapper is not good method at all.
The thing is, it causes huge collateral damage, plus most often even making the main problem even worse.

The zapper has a light, which lures them in its proximity. Yes, it kills many, but lures in much more of them. The nature is virtually unlimited supply of these pests...
So without it, you may have e.g. 100 mosquitoes bugging you. But when you use it, it may kills 100 mosquitoes, but lures in 500 other. So at the end you end up with a lot of dead "good insects" plus not 100 but with 400 of these mosquitoes still bugging you. And the amount that is bugging you is what matters, I would guess.

So to not lure them in your proximity is the first step (the yellow "bug lights") are a very efficient method for that purpose...

When using e.g. some pheromone based repellent (those mimicking their predators), you may reduce the amount of mosquitoes bugging you very significantly without affecting the other species at all (even when it influences others, it does not kill any, plus many other insects are just not sensitive for them).

@Medved: Bug lights don't deters insects. The insects simply don't see their light and so they aren't being attracts to them. This is like my Hyundai orange LED nightlight that would deter bugs perfectly, since it have a monochromatic orange light similar to LPS lamps. But this isn't the case. My night light don't deters insects simply because the bugs don't see its light and so don't being attracted to it.

@Medved: Bug lights don't deters insects. The insects simply don't see their light and so they aren't being attracts to them. This is like my Hyundai orange LED nightlight that would deter bugs perfectly, since it have a monochromatic orange light similar to LPS lamps. But this isn't the case. My night light don't deters insects simply because the bugs don't see its light and so don't being attracted to it.

That was the point - to use an illumination, so you see there, yet to not attract insects by a normal lights...

What would happen if a bug zapper is on during a thunderstorm or a rain storm?

Its pretty simple...one long continuous zzzzzaaaapppp until the rain stops & the unit dries out.
Is the zapper is properly made, it'll be fine

It will short and trip the main circuit breaker. That why bug zappers are suitable for indoor use only.

Incorrect (atleast here). It will do exactly as I described above (I've seen/heard it plenty of times). Never once tripped the breaker or GFI
In the US they make outdoor bugzappers.

The only bug I want to get rid of is the mosquitoes. They can carry viruses, like Zika, and other viruses.

Those little vampires are pretty rare though.

Bug zappers use an isolating transformer to step up voltage to the grid.  The transformer also acts like a ballast, limiting the current to the grid, so even if the grid were shorted out by a piece of metal, it wouldn't flow enough current to trip the breaker.  We used one when I was growing up and it would buzz away during rain storms, or after being hit by water from the hose or sprinkler.

They really aren't effective against mosquitoes, who just aren't attracted to the UV light.  Instead they kill many harmless or beneficial insects.  CO2/octenol based devices are much more effective against mosquitoes.

Experiment number two

What happens if I piss on a bug zapper....

 

Experiment number two

What happens if I piss on a bug zapper....

 

....

What? 

....

What? 

Well at that point it becomes a worm zapper!

Experiment number two
What happens if I piss on a bug zapper....

You might just have a very shocking experiance!
Make sure to post the video...on pornhub (or something like that) LOL