It's been my experience chickens are far more startled by someone or something unfamiliar than they are by sounds. Initially a loud noise will startle, but chickens get used to it very quickly.
Just this morning I fired up my gas chain saw and cut down a tree by the run, and the chickens put up a big fuss, screeching the danger warning, but they quickly decided to ignore it and they settled back down.
I can plug my shop vac in the run to do cleanup, and the chickens, after the first minute, just go about their business.
When I drag the vacuum into the run and before I start it is a different story. Everyone sees the big, bad, ugly, dangerous THING and they all run and hide under the coop. But they adjust to it very fast.
That isn't to say your little EE isn't a tad high strung and just can't handle loud noises. My EE Flo is high strung and gets startled by just about everything. But chickens in general are pretty accepting of noise, including violent thunder storms.
