Welcome to YT, Jim. I had three little Yorkies who were very terrified of lightning. In time that fear generalized to even rain. They are at the Rainbow Bridge now. I wish I knew about Thundershirt then. For a long time I gave them Valium and one baby Aceprozamine, but I think it confused them, so I stopped. I haven't tried it, but Rescue Remedy is supposed to be effective. I used to be fearful of storms when I wasn't home with them, so I know how stressful it is with your little one. I think Jeanie's (YorkieTalkJilly) strategies sound great. Good luck.
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