What should I do to avoid fear and anxiety from natural phenomena such as the sound of thunder, wind, storms, and sky clouds, which cause me physical symptoms like colic and diarrhea, and make me hate winter?

The cure for doubts, fear, and anxiety lies in complete reliance on Allah, absolute trust in Him, and full dependence on Him, with the firm conviction that all matters are in His hands, that what Allah has decreed will befall His servant, and what He has not decreed will not befall him, and that victory comes with patience, and that indeed, with hardship comes ease.

How can one fear when he knows that Allah is the Most Merciful of the merciful, and He is the Irresistible over His servants, and he has known that all creatures are servants of Allah? The guidance of the Prophet Muhammad (peace be upon him) is supplication during distress and upon seeing Allah's cosmic signs, such as his supplication upon seeing the new moon: "O Allah, bring it forth upon us with security, faith, safety, and Islam. My Lord and your Lord is Allah." And during distress, he used to say: "There is no god but Allah, the All-Mighty, the Forbearing. There is no god but Allah, You are the Lord of the Mighty Throne. There is no god but You, the Lord of the heavens and the earth and the Lord of the Noble Throne." He also advised seeking refuge in Allah's perfect words from His wrath, His punishment, the evil of His servants, and from the whisperings of the devils. And upon seeing rain, he would say: "O Allah, [make it] a beneficial downpour."

It is recommended to read Imam Al-Nawawi's book of Adhkar (Remembrances) for its great benefits in this regard.