for those of you who have dogs with this problem, try putting a tee shirt on your dog. if you can do this well in advance of a thunder storm, before your dog gets totally anxious, it may help.
if you google "anxiety wrap for dogs", you will see the theory behind this trick.
the tee shirt should fight snugly and you can gather up the hem and tie it in a knot over your dog's back.
i had a siberian husky who, in his later years, became downright destructive during storms. if i wasn't home to supervise him, he would tear woodwork off the walls and soil all over the house. a friend suggested the tee shirt and it worked like a charm. until i discovered this trick, i would have to sedate him big time when storms were approaching.
hope this helps. :)