Thebull, that is a beautiful dog, and the picture made me pause for a while remembering my border collies. My first dog and several since were border collies. the only real problem was that they often seemed smarter than me.
I think that Z had some very good ideas for helping with the fear of thunder:
Z said:
here are some tips on this page
http://www.vetmalta.com/zoran-daily-pet/132-firework-season-is-upon-us-how-to-help-a-dog-with-noise-phobia
i had good results when a dog was stressed with giving them a gentle dog massage. Seemed to take their mind off their fear.
The border collie is a working dog, and is happier if they have a routine job to do. Good luck with a wonderful breed.