The poor little guy, storms frighten so many dogs. I remember when we had a very large Collie long ago, she would jump on my lap and was so scared. I used to play music loud so she wouldn't hear it and laugh and dance but she was smart enough to know something not so good was going on when a storm hit town.
I also know the fear of knowing a dog I thought was in the house and did not come from my call. I went into panic mode but she was sleeping.
The storms have been terrible here for three nights in a row and more tomorrow but Friday looks good.
Don't be frightened Teddy, it's all over.
There is some type of jacket for dogs that is supposed to help with that but I'm not sure if small enough for a Yorkie.