I keep a radio on in the rooms where my dogs are. If I have the AC on & the house is all closed up, the radio drowns out almost everything....louder radio on nights when more is needed.
Some of the lightning cracks can be heard anyway if the storm is right on top of us but mostly it works.
I am really surprised all this lightning & thunder don't even phase my horse who was just shipped here 3 weeks ago from the Calif desert that has almost no storms. She is an amazingly cool horse.