I am glad things are better, but it sounds like there is still more that can be done to put all at ease.
I agree that they need more moving around in space during the day...more exercise. Perhaps approach this from an angle of how you would want to be kept. I do not mean to give them free run of everything all the time...just more space and more choices in an area you can more easily clean...like a smooth kitchen, laundry room, or bathroom floor. It might not hurt to leave a TV or something on for them...radio, etc., to minimize the quiet and help de-sensitize them to sound. If they are quiet with TV or something going, keep praising and petting. If they bark, keep your tone low when correcting...maybe just a sssshhhhhh... You might even try environmental relaxation tapes/CD's such as wind and rain, or twittering birds, running streams, etc. as calming agents. I would skip the thunderstorms, though.
I'd play the sounds first when I was with them watching their response, and mix my own sounds, using only the ones they enjoy.
Animals pick up on your emotions...I'd be as emotionless as possible with any correction...don't let it get to you. They do not necessarily understand in the manner you do...you will have to be the one who adapts to put them at ease until their comfort level normalizes. Pets are often 'neurotic' because the humans are 'neurotic' in their dealings with the animals, perhaps expecting behavior the animal cannot do or does not understand or that which goes against the nature of the animal...un-dog-like expectations, for example, on the part of the owner/handler...to keep him from seeing your actions as irrational. Put another way, if you were to scold a dog for not wiping its feet every time it comes inside from a walk, it would learn to fear coming inside because it would not understand the scolding since wiping its feet is not its normal behavior.
Besides the fear and nervousness, they might be bored...and they might be calmer if the time they spend with you was more 'fun'...play, etc. I don't mean that you don't try to make things better...just think of yourself snowed in for several weeks alone or something. I'd go stark raving mad...
I'd start praising Roxy when she starts showing signs she's going to pee/poo. Stay with her if possible and then gush with praise and love when she does.
Mia taught Brody to bark at every little sound the kitties make at night...so...we now shut the bedroom door...they sleep with us. But, closing the door diminishes the sound they hear. If they slept in another room, I'd be inclined to keep some sort of low comforting sound going so sounds weren't so 'sudden' in such 'quiet' as 'night' can be.
Good luck...keep trying.