Poor Thumper, can you cover part of his cage with a blanket?
I have blankets over my bunnies cages, to me it kinda makes it like a private room. Also can you leave a radio on so he hears music. Probably with batteries during a thunder storm. I leave a radio on all the time for the bunnies. I'm not sure if they like my type of music though.
Also does he have a Hide House in his cage that he can go into to hide when their is a storm?
Hopefully you will figure something out for Thumper.