At risk of stating the very obvious
if you're expecting a storm then they need to stay in - get them in well before anything starts and give them a good feed, with a bit of luck they might sleep through it. Aaaand.. if you have to go out, leave some nice noisy TV or radio on for them.
Please excuse me if this comes across as a matrilineal exercise in egg-sucking, I've been away for a while...