scared of thunder

what can i do to help this? theres just been a big rumble as i went outside to cover them up and they both darted downstairs and are breathing heavily. the only place indoor they can be is the conservatory and i dont hink that would help as it would probably be just as noisy?

Could you get a carrier or large cardboard box stuffed with hay that they could hide in in the conservatory?

the thunder is just as loud if not louder in there so i dont think it would help ive given them sme rescue remedy and the thnder has stopped for now.