I didn't have the exact situation, but I had a situation where my son was scared so I can give you some basic advice you can try... Listen to my story and then I'll explain an idea of what you can do...
When my son was a bit older than yours (I think he was 3 because he was talking pretty well), we went to a Halloween festival and took the hay ride. There were an awful lot of kids so I really did think it was just going to be a hay ride, but it was Halloween so duh it was a "haunted" hay ride. So while we were riding along this lovely ride, out from the bushes/behind trees pops out people in masks to "scare" us. The masks weren't bloody or scary-- most of us sort of laughed, but of course it caught my son off guard and he was terrified. I thought fast and grabbed the only thing I had besides a bag of candy: a small flash light we had brought with us. I handed it to my son thinking if he had some light maybe the darkness wouldn't scare him so much (even though the ride was well lit)--- so he grabbed the light and suddenly got really brave -- he held out the light like it was a sword or something and said, "Where are they NOW?!!!" like as if to say "bring it on, I can handle this!!"
My point is that having that flash light in his hand made him feel like he had some power and was in control. Even though he couldn't control when someone would pop out of the bushes, he felt like when it happened he had something in his hand that made him feel brave so he could "protect" himself.
I know your son is a bit younger, but I feel like he needs something to feel like he can protect himself from the scary noises coming from the roof. There WILL be more fireworks and thunderstorms, so you need to get prepared. You can either give him a flash light, or a spray bottle (empty or with water), or a sword or whatever you can think of. Since he is so young, maybe YOU can start off by holding the object to model how he can use it. Walk around with it while he is clinging to you and hold it out as if you are ready for anything since this object will keep you safe. You can go for a hunt for scray noises. Take him along and every single sound you hear you can say, "What was that??!!... Oh, it was just the washing machine. Good thing I was holding this ___ to keep me safe. Do you want a turn with it??" Then pick him up and hold him and walk around with him while he's holding it and look for more sounds --maybe have your husband in another room making some noises if you can't find any, like have him drop a big book on the floor--- act a bit scared and then say, "Oh, silly me, It was just daddy dropping a book. Good thing we had the ___ with us. Now I know that noise isn't so scary."
If you want to try the spray bottle instead, some people use it as a monster spray. You spray the invisible spray (empty bottle or water if you are brave enough to let everything you own get sprayed-- haha) into the air to keep monsters away. The spray can't keep the noises away, but it can keep him "safe" from the noises hurting him.
Thunderstorm sounds can be very scary. My mom still gets nervous and scared from them!! So since he is too young to understand that the sounds themselves can't hurt him, you need to find a way to help him feel empowered to feel safe without being attached to you at all times. You may even want to combine the above idea with a new stuffed animal. Bring him to a store and let him pick one that he feels will protect him. Have him hug it when you can't be there-- like start with the bathroom and say you have to go potty so he needs to hug the animal while you are going potty-- and hope that will eventually help him be better about giving you a bit of space since the animal can replace you at least every now and then!