Thunder Stone is found in North Lake Miloch (Wild Area). In the north-east (top right corner) of that region is a little hill with grass on top of it. Behind the grass you find a red Pokeball on the floor that contains the item Thunder Stone. It has the same location in both game versions (same for Sword as well as Shield).
In addition to this, you can find another one on the Lake of Outrage that can occasionally spawn daily behind the rocks present there. The thunder stone spawns on the furthest back rock, but I recommend checking all of the rocks, just in case more stones spawn.
Finally, you can use the stamina focused digging duo member, as another repeatable method.
Source 1
Source 2 (A video)
