Hi I appreciate your efforts to take help from experts.. Yes I understand few of them will feel anxious for high sounds, whether it is a thunder, just a blast of pataka bombs and others.
At this time try to accept the situation like, think about how thunder will happen, it is two clouds coming together. normally this we will make children understand that, two clouds are playing, normally in few states child and elders will hit their head slowly and make child laugh.. So try to think in positive side of this situation..
Same time work on other triggerance if anything else is making you anxious along with sound.
However take help of experts to cope and handle the problems. Take care stay positive.
Next Steps
Visit psychologists for better guidance
Health Tips
Try to avoid situations during the triggerance of anxiety, you can listen to the music, if any song you like, play with bouncing balls or any other hobbies. Follow the routine and breathing exercises to manage your emotions.