Thank you for that information. Rescue remedy has not been known to work very well, and depending on the music you are playing it may not be soothing enough. The DAP collar is not as soothing as the diffuser so maybe putting one of those up near the den you built will be more helpful.
I would try giving melatonin and this can be given in AM and PM if you are expecting bad weather and if you know a few days in advance of bad weather then start giving it then so it gets built up in the system/
I would try the music CD called 'Through a Dog's Ear'. You can find this on amazon. There are also links to free music for dogs but it only lasts 3 hours.
I would try working her in obedience when storms happen and playing fetch inside the house so she starts to associate a storm with other movement besides being frightened.
The most important is training so she begins to learn how you want her to act during a storm, However because storms are not a daily occurrence it will take a long time before you see a difference. My own experience took about a year for one dog, and for my other dogs the music and melatonin did the trick.
I am going to provide you with links to the above to get you started.
Train positive in obedience using good reward and reinforcements for listening to you.
I might look for a thunderstorm CD so you can play that all the time in the background so she gets used to it, start low at first then gradually play it louder. There is a free nature site you can try on the computer but I don't know how loud your computer gets, so it may or may not make a big difference.
sometimes dogs feel better in the bathtub because the surrounding pipes take some of the static out of the air.
Melatonin found in drug stores by vitamins
Through a dogs ear
3 hours of dog calming music on youtube to try out
free nature sounds http://naturesoundsfor.me/