I was going to suggest unchecking the "allow thunderstorms" box but it sounds like you've done that. Have you restarted your game? because otherwise it sounds like something is wrong. It does sound like someone else is reporting this, so maybe click "Me, too." https://answers.ea.com/t5/Bug-Reports/Thunderstorms-won-t-turn-off-in-Henford-on-Bagley/m-p/10543989#M192418
Some worlds just have horrible weather. Namely Brindleton Bay storms all summer and Henford-on-Bagley seems to do that, too. (Sulani has violent storms in the winter.)
The last-ditch suggestion is to move your entire household, including the cows and chickens, to someplace like Oasis Springs (no thunderstorms!). I know, that's not the gameplay you signed up for, but... good grief. I'd try the Weather Machine first, although do be careful about using it if your Sim is dazed because they'll probably die.
