Rain check

I have a six-year-old male neutered Whippet. He developed a phobia of fireworks and thunder several years ago. This has escalated so that now he is also frightened of rain. Each time it rains heavily when he is indoors he will pant, shake and pace. This becomes so stressed he hardly eats and often vomits if he does eat. To make matters worse he has a grade 4 heart murmur so I worry at the stress he is placing on his heart.
I have tried Skullcap and Valerian tablets, rescue remedy, DAP diffusers, collars and room sprays. I have tried a supplement called Zylkene, and also seen my vet and been on two courses of Clomicalm on two separate years for three months - October through to December. I think the Colmicalm helps a little, but nothing else seems to help much at all. I try to be matter of fact and never make a big thing of his fear. I have tried sound tapes and taking his mind off things with treats, toys and training, but he is generally too stressed to respond. Giving him a 'den' (cage covered over) seems to help him a little, yet strangely he can hear gunshot and thunder while out walking without any signs of fear and his only problem with rain when outside is being miserable because he is wet and cold.
Does anyone have any other ideas I might try?
Frances Wrigley, by email