I am not sure what to tell you, but I have had several experiences with dogs and thunderstorm reactions, notably the following.
My big Shep/Lab insisted on being outside until one particular, sudden, thunderstorm where lightning struck a tree beside the driveway. He was shaking in the driveway, terrified, when DH got out to him. Dh was nauseous from the electric current in the air before he reached Ziggy, who was standing on wet pavement. After that storm, 120+ lb. Ziggy, who'd never been the least concerned about storms, was literally 'pasted' to my legs from any sharp, thunder-soundng noise until he passed about a year ago. Poor baby...there was almost no comfort after being that close to a strike.
Brody, my male Yorkie, had been kept mostly in a bathroom before we got him. The first night he was with us, we had a storm. At the first crack of thunder, Brody jumped up and headed for our bathroom, even though he'd had full run of the house since he arrived, turning around and looking back at me just after heading for the bathroom. I jumped up and cuddled him in my arms and held him until bedtime, then kept him tucked and cuddled in my arms all night while the storm raged. He seems unaffected by storms after that first night.
So, you see, I cannot tell you what the answer might be. I think it depends largely on you and them and the particular circumstances. Good luck...I hope you find the answer for your baby.
