Our Ollie is terrified of thunder so at the recommendation of his trainer, we have been using a CD series to de-sensitize him. The Kennel Calm CD is just classical music with a sort of "heartbeat" rhythm. It puts him right to sleep. We plan to put that on our CD player if we need to leave him alone in the camper. Something like that, played multiple times at home before you go so that he is familiar with the calming effect, might help your pup.
I'll let you all know how the thunder shyness goes. We are only about a third of the way through the series, but so far Ollie still just goes to sleep when we play it.