I'm not sure if it happened after the last update, but I have no thunder & lightning on any routes when I set the weather to lightning storm, all I get is heavy rain & the occasional gust of wind. Lightning effects are enabled in the menu & electric trains are sparking in the rain, so not quite sure what's going on.
It's a setting you've got to toggle. Or you have to wait as I did and I get Thunder and Lightning. So try making it a "Rain Storm" as It can sometimes happen. Also if you didn't know already "Lightning" and "Thunder" Only happens in months like June, November etc.
Lightning is turned on & lightning can happen at anytime of the year, have you not heard of thunder snow?