Skydiving through a thunderstorm would be extremely dangerous and stupid and no skydiving company would take a plane up in a thunderstorm and allow someone to skydive during a thunderstorm or when a thunderstorm is about to happen.
When you want to go skydiving they will ensure the weather is clear and safe for both flight and for skydiving.
If you were to skydive during a thunderstorm it could be deadly so it's not advisable to do it.
If lightning were to happen along with that thunderstorm you're skydiving in you could also be struck and killed by the lightning while you fall to the earth.
That would actually be a wonderful way to go and I had a terminal illness that I was gonna die from anyway then I would love to go skydiving in the lightning and thunderstorm.
But no pilot would take me up there or anyone up there because they wouldn't want to risk their life which they shouldn't.