I Did NOT Know This About Dog’s!

As a fairly new dog owner, I'm learning things that I never knew before. No one gave me the 'new dog owner' handbook and I'm saddened by this. SMH. During our recent bout with bad weather, aka spring, I've learned that pup's can indeed be afraid of the rain, lightning and THUNDER. 

I learned the moment my dog started waking up at all hours, barking, followed by pacing, followed by shaking. As any dog owner would do, I even tried putting him in the bed with me, nope, doesn't help. Cut to a family member buying him an 'anxiety jacket' to wear and see if it would help. Again no. Darn dog was up early this morning freaking out again. Any suggestions as to what to do with my chicken....errr I mean dog?