bretty:There's no cut and dry, absolute answer to that, unfortunately. It depends on the character of the pet. One of my two dogs is oblivious to all loud noises, even fireworks, whereas the other does get bothered by explosions or thunder in a film, if the amp's turned up loud.
Thunder sound effects is different from real life thunder storm. An dog or cat maybe sensitive to frequency that and remember "the storm is quiet" that is how it should be on film soundtrack only with lower lowers because it doesn't have all this over bright sound that is rubbish its not being faithful enough to the real event.
Listen to Poltergeist the thunder lighting is mostly top end bright.
Last year there was thunder storming brewing over Bournemouth I think it was the same night Michael Jackson passed away. Now odd if, not a little strange it happened only hours after the news was announced.
I even used spectrumlab to record the frequency spectrum and it's a lot different from a film. I have yet to hear a decent thunder storm on film.
Twister no not even that comes near, oh its impressive but I think the sound effects editors need to spend more time listening to real life rather than just rushing out with microphone and recoding onto some DAT just so they can add more top end sparkle to it to bust out ears in, because a thunder storm just doesn't do that!