I agree about trying melatonin. If that doesn't work I'd go back to the vet for some pharmaceuticals. What you describe is well beyond a little nuisance problem. Thunderstorm phobia is bad enough, but for most of us that's not an everyday problem by any stretch of the imagination. Being afraid of normal, daily household noises is a whole 'nother level. It seems to be something that severely affects the dog's quality of life (and probably yours, too). Who knows why dogs develop phobias? I think in most cases we don't even know why humans do. Nevertheless, phobias are very real to the one suffering from them and need to be treated every bit as much as other medical issues.
It's probably a long shot, but if the vet didn't already, I'd have her do some blood work and check for anything else going on before medicating. Hypothyroidism is common and can cause behavior changes. I'm sure other medical conditions can, too.