Thanks for the advice. I'm going to try the thundershirt tighter and get some rescue remedy. Meanwhile I'll continue with the classical conditioning.
I did call the vet's office the other day to inquire and felt better (in a misery loves company kind of way) to learn that all the vet tech's dogs were up all night barking too and they were as exhausted as I was. One of my trainer's dogs broke out of her (wire) crate and she doesn't usually get that worked up. The thunder wasn't THAT loud so it must have had something to do with the pressure change. Anyway - the vet would prescribe a sedative but I'd have to give it before the storm (which doesn't work with the middle of the night ones) and it doesn't last long. So scratch that idea. It did give me another idea though - I might let Max bark and take a sedative myself!
Rylie has all big dogs in his agility class. They are nice dogs and they all get along fine but Rylie MUST have his own chair to sit in or be in my arms. It finally dawned on me that he needs to feel as big as his classmates so I haul a chair for Rylie to each class we go to.