Astraphobia: any advice?

The best thing I've heard that could help is this from 2:30 about a psychologist called Albert Bandura who developed a way of overcoming phobias.

Not massively sure how you could do the same process with thunder and lightning, but you could start by putting a youtube video on, and just listening to the sounds in the other room. Then go into the room with the sounds playing. Then look at the video. Etc etc.

 

Desensitization and association with pleasant things. As SerpentEagleHeart suggested, just listen to the sounds. And then, while you are doing that, rewards yourself for bing brave and facing your phobia. Eat your favorite food while you are listening, or have a snack. When it rains again, do the same thing, rewarding yourself for facing your fears. In time your brain will associate thunderstorms with pleasure.