I have the same thing... Its great to know that other people share the similar thing;) But thunderstorms arent really that body so calm down:)
Many, many people have phobias and you can try to go to a specific therapy to get over them or even try to your self. Typically you will take "baby steps" in exposing yourself to your fear and as time goes on have the noise of thunder get louder for you to hear.
For example, those who are arachnophobic(afraid of spiders), they will look at a spider inside of a closed container. Then later see the spider outside of the cage, but far away. Then the next time will see the spider closer to them, then have it right next to them. Then finally have the spider in their hand/on them.
There really is no way of telling when a natural disaster will happen, but you can prepare yourself the best way you can with the necessary supplies. Having extra water, canned foods, etc for if a disaster does hit, which can help give you more peace of mind.