I’ve given my border collie Valerian root - it helps her really well. I roll it in a piece of cheese.
I have a Silky Terrier who was okay with thunder and lightning, until one evening we were standing in the open garage door watching it rain, when lightning hit a neighbor’s tree, and now she is really nervous in a storm. I simply hold her real tight, and she is much better. Of course, when she is home alone, she’s on her own, but, she retreats to her rug in our closet, where she feels safe.