Thunder “Run away!” (4)
I believe the answer is:
bolt
I believe this clue is a double definition.
'thunder' is the first definition.
('bolt' can be a synonym of 'thunder')
'run away' is the second definition.
(thesaurus)
(Other definitions for bolt that I've seen before include "Fastener; suddenly run away" , "wolf" , "writer" , "Run away; fasten (door)" , "Latch" .)