I havent noticed thunderstorms really bothering them. But sharpish harsh loud noises do make them shake their heads which indicates it hurts their ears. Sometimes at roost time when I count heads, I've sang to them....they shake their heads. I'm thinking they don't like my singing.
Either that their shaking their heads, that I shouldn't even be trying to sing.
Actually, I put up a tin roof for them on the coop but my Dad told me that a shingled roof would be less harsh sounding during a rain or hail storm. So I split the difference and put down Board to help with the noise, and then tin on top of that. The ceiling is now insulated too, and I'm sure that helps with the pinging noise during the storms.