Your poor babies! Reminds me of our Redbone Coon Hound, "Red", who hated thunder and fireworks. We have a neighbor that likes to set off fireworks for any reason at all, at any time. Red would jump up on my lap and quiver, all 109# of him!! He would also shake his head.
Later, when we had to put him down, we found that the cancer that was in his lips, gums and internally was also in one ear canal. Probably why he would shake his head alot with the thunder and fireworks.
My daughter's neighbors celebrate the 4th of July for 2 weeks with fireworks by Chicago.