mid-13c., from Old English þunor "thunder, thunderclap; the god Thor," from Proto-Germanic *thunraz (source also of Old Norse þorr, Old Frisian thuner, Middle Dutch donre, Dutch donder, Old High German donar, German Donner "thunder"), from PIE *(s)tene- "to resound, thunder" (source also of Sanskrit tanayitnuh "thundering," Persian tundar "thunder," Latin tonare "to thunder"). Swedish tordön is literally "Thor's din." The unetymological -d- also is found in Dutch and Icelandic versions of the word (compare sound (n.1)). Thunder-stick, imagined word used by primitive peoples for "gun," attested from 1904.
Old English bolt "short, stout arrow with a heavy head;" also "crossbow for throwing bolts," from Proto-Germanic *bultas (source also of Old Norse bolti, Danish bolt, Dutch bout, German Bolzen), perhaps originally "arrow, missile," and from PIE *bheld- "to knock, strike" (source also of Lithuanian beldžiu "I knock," baldas "pole for striking").
Applied since Middle English to other short metal rods (especially those with knobbed ends): meanings "stout pin for fastening objects together" and "part of a lock which springs out" are both from c. 1400. A bolt of canvas (c. 1400) was so called for its shape. Adverbial phrase bolt upright (like a bolt or arrow) is from late 14c. Meaning "sliding metal rod that thrusts the cartridge into the chamber of a firearm" is from 1859. From the notion of an arrow's flight comes the bolt of lightning (1530s) and the sense of "a sudden spring or start" (1540s).