I don't remember Fly as being very afraid of thunder, and she doesn't mind snow, but my contact with her was limited to once a week.
Some new dogs at the kennel settle in rapidly, but she seemed to take a little longer than some but less than others.
Almost 3 weeks is almost no time.
I have a 10 year old that can hold it 24 hours because she doesn't like to get wet.(i don't either )
Just remember she is a Greyhound but she is still a dog.
Bill