This is a fear of thunder and lightning, known as astraphobia. It is an intense fear and anxiety that can be triggered by the sound of thunder or the sight of lightning. Symptoms may include difficulty breathing, increased heart rate, sweating, shaking, and feeling overwhelmed with fear. People
From Wikipedia
Astraphobia, also known as astrapophobia, brontophobia, ceraunophobia, or tonitrophobia, is the fear of thunder and lightning or an unwarranted fear of scattered and/or isolated thunderstorms, a type of specific phobia. It is a treatable phobia that both humans and animals can develop. The term astraphobia comes from Ancient Greek ἀστραπή (astrape), meaning "thunder", and φόβος (phóbos), meaning "fear".