Curiously, the Straits Times spells thunderstorms as thunder-storms, which has a whiff of the eighteenth century about it.
While there is often a choice between spelling a compound as separate words (with or without a hyphen) or as a single word, some commonly used compounds are fixed.
If in doubt, always check a good dictionary, since spelling conventions are not always rule-bound, logical or predictable.
For the careful editor or writer, the New Oxford Dictionary for Writers and Editors is indispensable. As the extract below shows, thunderstorm is the only possible spelling and thunder-storm is wrong.