The day before yesterday, when I took Lola up town (for the first time in a few days), when we set off it was pretty dismal - spitting lightly. Twenty five minutes into the half hour or so walk, it had started absolutely hammering down; and then in the time it took us to head back home, thunder and lightning began. Lola was startled by the thunder (ears slightly back, flinching) but she looked solidly at me, didn't over-react to it, and didn't react to anyone on the walk at all, before and after the stormy weather began.
For a sound-sensitive pup, she's surprisingly resilient at times.
On the other hand when we got back--by that point the thunder had been crackling and lightning flashing just a couple of times over a five or six minute period--Jess was very worried: head down, cringing in her bed, and very clingy when I got home. I put on her thin reflective vest (I've previously found that she finds it easier to settle when her body is wrapped - she'd be a good candidate for a Thundershirt, but since we have storms so infrequently I haven't yet gotten round to getting one) and drew the curtains, put the lights on, and cranked up the volume on the music.
Jess, who aside from her weirdness with strange dogs is fairly stoic, pretty much spent the whole time pressed against me on my lap, whilst Lola... reactive, sound-sensitive, somewhat neophobic Lola was totally unconcerned when we were indoors. She didn't even flinch at the loud booms. In fact, she even got the zoomies - and crazily so. At one point, while I was sat on the floor putting on Jessie's vest, she leapt up onto my shoulder/head for a split second, and then bounced forward, sailing over my head and onto the couch. She brought me a couple of toys, and then happily chewed one on my lap before she fell asleep on it.