Oh that's a damn shame.
Maybe a different tack then. The way i got Carrot to be ok about his first bonfire night (major fireworks for about a week either side and on the night itself) was by playing youtube videos of fireworks displays. I'd play them, initially at a low volume then gradually increasing over a few weeks. Whilst I was playing the clips I'd also play with Carrot. The hope being that he would associate those kinds of noises with fun stuff.
Maybe try something similar with storm sounds. Play clips at low volume, playing his favourite games with him as you do, then increase the volume gradually until it is uncomfortabvly loud to your own ears. If you do it slowly over a few weeks it may help. And easy enough to abandon if it isn't working.
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