Interesting. From pga.com....
(response from a guy who's ball hit a bird and was deflected into a water hazard)
A bird is what the Rules term an outside agency. Rule 19-1 (Ball in Motion Deflected or Stopped; By Outside Agency) says in part: If a player's ball is accidentally deflected or stopped by any outside agency, it is a rub of the green, there is no penalty and the ball must be played as it lies.
Although there is no penalty for striking the bird, you are required to proceed with the original ball. In your case, if the ball is not playable in the water hazard, you would incur a penalty stroke under the water hazard Rule.
This happened to Tom Kite in the 2001 Bank of America Championship. Trailing eventual winner Larry Nelson by one stroke in the final round, Tom's tee shot, at the par 3 17th, hit a bird in flight and his ball dropped short of the green into a water hazard. This "rub of the green" cost Tom a double bogey 5 and a third place finish.