That's a horrible thing with those poor tiels :<
This isn't something I've given much thought to, but when we had a bit of a storm a week or so ago, Barney got pretty excited. He wasn't stressed though - he decided it was bath time and proceeded to fling water everywhere until I got him out and gave him a mist. He does this every time it rains as well... Oh yeah, he also tried to 'talk' to the thunder which was pretty cute.
I totally understand your concern though - I wish I could offer some advice to you. I'd be worried about leaving him unsupervised during a storm as well, but I think Entranced is pretty spot on. Try not to freak out about it
