Possible, but unlikely unless the structure is included in the appraisal and goes towards the collateral value of the loan. A garden shed or a pool, probably not so much. A barn or a detached garage is more likely. If the lender isn’t lending you money based on that particular structure then they don’t care if it gets destroyed. They have no vested interest in it’s survival. If you buy a home that’s excluded from the flood zone and then build something afterwards that is in the zone your lender isn’t going to give two hoots.