Why does my Italian Greyhound keep whining in his kennel?

Your puppy associated the kennel with the storm that freaked him out. Try putting some of your dirty, worn, clothes in the kennel with him so he can 'smell' you. And maybe move his kennel in to room for a while so he will be near you. He might be calmer and settle down to sleep if he can hear you, (try talking to him to sooth him) and smell you. You are his people, he should feel safe with you near by.