Actually the thunder and lightning effects on this recording were made using a genuinely historic sound effects machine! Christopher Hogwood makes the point in his performance notes (at least, as published in the original edition):
"The most important division of worlds in Dido and Aeneas,
between the royal victims and the supernatural and malign
influences, would have been apparent to the seventeenth-century
theatre-goer not only visually but audibly as well. Thunder,
lightening and other effects were all supplied off-stage ...
"in the absence of anything visual in a recording, their presence
is all the more important, and they are supplied here from
the original machinery used in the Drottningholm Court Theatre
Not everyone may agree, but personally I think it's just another brilliant touch in an excellent performance.