I remember listening to CDs are a kid that were just purely sound effects, and nature sound effects to be exact. And there was indeed a lightning one. I'm not sure there's a way to synthesize lightning.
So unless you want to go out with a weather proof mic and record your own sample, hit up your local library CD section to see if you can find some CDs with nature sounds, and some will have lightning. And then just do an audio rip.
here is a place where they list a ton of websites with lightning samples.