What's worked for me is just generally ignoring the unwanted behaviour (the pacing, the whining, whatever), BUT I've never had a truly phobic dog, just ones who are like "WTF?" when the thunder starts.
Indy and Tucker were both pretty fearful about many things when they were pups (both were badly abused when young). What always worked for us was me acting like the fearful object or situation just wasn't any big deal -- we'd confidently walk right on by and I'd ignore the scary thing. The boys learned quickly to watch me and take my lead in fearful situations.
Tucker was absolutely TERRIFIED of newspapers when we first got him. He'd hit the floor and just cower if we even moved a newspaper. Using what I described above, we worked on walking around newspapers, over newspapers, walking past rolled-up newspapers (which REALLY scared the crap out of him), and progressed to more complicated situations like walking past my husband while he would open a newspaper suddenly or swing a rolled newspaper by his side. It took a loooooooong time for Tucker to get over that fearfulness, but now I can playfully smack him on the butt with the paper when we're walking back up the driveway in the morning and he doesn't even blink -- he gets ready to do zoomies instead.
Never make someone a priority in your life when that someone treats you like an option.