C551 FLT CREW WITH ZAB AT FL370 IS CONFUSED REGARDING ROUTING DURING WX DEVS.

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ZAB ISSUED A CLRNC TO TURN L 10 DEGS WHICH WOULD TAKE US DIRECTLY INTO A RAPIDLY BUILDING THUNDERHEAD ALREADY AT APPROX FL400. WE ADVISED THAT WE COULD NOT TAKE THAT HDG AND SUGGESTED A R TURN AND ZAB TOLD US TO DSND TO FL330. WE ALSO ADVISED THAT WE WERE UNABLE DUE TO TOPS OF TSTMS WERE AT FL350 AND SOLID. WE WERE IN A SEVERE TSTM WARNING BOX FLYING ABOVE THE TSTMS. THE CTLR ADVISED US THAT THAT WAS FUNNY SINCE NO ONE ELSE HAD COMPLAINED WITH OTHER ACFT HAVING BEEN THERE 20 MINS BEFORE. I ADVISED THAT IF WE HAD TO TURN L OR DSND INTO THE THUNDERHEADS THAT WE WOULD WIND UP HAVING TO DECLARE AN EMER AND CLB OR TURN OUT OF THE TSTMS. HE CONTINUED TO QUESTION THE TRUTH OF OUR CONDITIONS AND SAID THAT ACR Y WAS OVERTAKING US. I SUGGESTED THAT HE TURN THEM 10 DEGS SO WE COULD TURN 10 DEGS AND THAT WAS A WAY OUT. HE DID TURN THEM 10 DEGS AND WE (ME AND CO-PLT) UNDERSTOOD HIM TO CLR US PRESENT HDG TO LVS AND WE ASSUMED THEN; AS FILED; DIRECT DEST. ONCE WE REACHED LVS VOR; WE TURNED L ON COURSE TO DEST AND HE INFORMED US THAT WE WERE DEVIATING FROM HIS INSTRUCTIONS OF 'MAINTAIN PRESENT HDG;' WHICH NEITHER MYSELF NOR MY CO-PLT HAD UNDERSTOOD AS THE CLRNC. WE CORRECTED; AND HE PROCEEDED TO GIVE US HIS SUPVR'S PHONE NUMBER 3 TIMES; EVEN THOUGH WE HAD CORRECTLY READ THE NUMBER BACK TO HIM. I CALLED THE ABQ SUPVR UPON LNDG AND DISCUSSED THE 3 SAFETY CONCERNS BOTH HE AND I HAD: 1) BEING TURNED INTO A TSTM; 2) BEING DSNDED INTO TSTMS IN A TSTM WARNING AREA BOX; AND 3)THE CONFRONTATIONAL MANEUVER IN WHICH THE CTLR HAD ACTED CAUSING CONFUSION IN THE UNDERSTANDING OF THE CLRNC. THE CTLR EVEN SARCASTICALLY SUGGESTED THAT IF WE WANTED TO DECLARE AN EMER WE SHOULD LAND AT LAS VEGAS (THROUGH TSTMS). IN THE FUTURE; I WILL TRY TO BE MORE SENSITIVE IN MY SUGGESTIONS.