Have not read every reply so if this has been mentioned, please forgive me. Get a tape recording of thunder, play it with very low volume, ignore the sound, play fetch with your dog or some other fun activity. Do this at the low volume for as many days as it takes dog to ignore the sound, then slowly increase the volume, just a little each day and if dog seems bothered by a certain volume, make it lower again. Lots of work, but worth it for the dog to be comfortable.
Jeannette in NJ