My best advice is to not try soothing them or comforting them while the storm is going on. My late shepherd had this issue and it got worse as she got older. I would close all windows, turn on the TV and the AC - and then go about my business. She would sit and shake and follow me around - but me acting normally helped keep her from really going off the deep end.
Comforting a fearful dog reinforces their fear and makes it much worse.
There are methods for behaviorally desensitizing dogs with noise/storm fears - it is a lengthy process. Do a google search and you will find a lot of info on it. Alternatively there are medications available if your dogs are truly debilitated by their fear.
Sharon, Blaise and Diesel.