CRJ-900 Captain reported a lightning strike during approach vectors in IMC conditions. The flight crew requested priority handling and decided to continue to their destination airport.

Narrative

After reviewing the dispatch release and weather reports the First Officer (PM (Pilot Monitoring)) and myself Captain (PF (Pilot Flying)) coordinated for a flow time to ZZZ1. I conserved fuel after push back waiting on flow time of which was moved due to ATC delays into ZZZ1 and additional 20 minute to XA20z EDT. Upon departure we received vectors NE bound up to 10;000 ft. and shortly after to 11;000 ft. During climb it was IMC and light to moderate constant chop occasional turbulence with light to moderate precipitation. The continuous ignition was used throughout the whole sequence per procedure from weather conditions. My radar was set at +5.5 and 20 miles for departure and lowered around tilt +3.5 at the enroute cruise altitude with scattered returns mostly light to moderate precipitation. The aircraft anti ice cowls were activated as temperature dropped. ATC issued us a new arrival and vectors which I was scanning ahead with radar. About this time moderate to extreme precipitation was reported to us and I asked for a vector eastbound. There was a very loud bang and white out blinding flash across the windscreen and aircraft. The Flight Attendant called and asked if we had been hit by lightning as Passengers were talking about what had just happened and I asked them to stay seated and we will get back to them with possible briefing items if I decided to request priority handling. The weather was still bad and an EFIS COMP HDG illuminated and extinguished intermittently during the minute after the lighting event. Thinking of the nature we could possibly have damage and not knowing if we might have difficulty configuring with any structural damage I elected to request priority handling and get my passengers and crew on the ground and out of the weather as efficiently and practically as possible. We [had] 2 hours fuel onboard and the intention of landing XXC with trucks in case there was some type of damage we needed to be inspected pre cautiously before taxiing all the way to the gate. I quickly looked at the QRC/QRH just to see if there was a non message for any guidance which there was not. I sent an ACARS to Dispatch of the suspected direct lightning strike and priority handling request. Did the briefing items with the Flight Attendants and made sure they knew we would not be planning on bracing from that time and would let them know if it changed. The FO acquired the ATIS and we accepted a runway change to ILS XYL for marginally better weather on the east side of ZZZ1 and to get east sooner from the weather we were exiting on the fields west side. We briefed the approach and I made an announcement we would be landing and getting off the runway for a safety inspection; at this time the aircraft is operating normally; flight attendants prepare for landing. Configuring the aircraft was normal and we exited XYL at [Taxiway] XX stopped with emergency crews inspecting aircraft in XY taxiway. I shut down the left engine and turned on the APU since the aircraft left side was the suspected area of potential damage. After being inspected we retracted the flaps and taxied to XX where we deplaned. I called Maintenance and wrote up the aircraft for suspected lightning strike and intermittent HDG comparator flags after lighting event. Contacted the Dispatcher and gave this event synopsis and thanks for being available during the process; this was also relayed to the Chief Pilot's office and I spoke with them as well.