Thunder is not made out of gas; it is the sound produced by the rapid expansion and contraction of air heated explosively by lightning.
Thunder is made out of gas.

FactVerify
Source: factverify.com
Key Evidence
Lightning heats surrounding air to extreme temperatures causing rapid expansion and contraction of air, which produces the sound wave known as thunder.
loc.govloc.govWhat causes the sound of thunder? Thunder is an acoustic shock wave traveling through air, not a physical substance composed of gas.
What the Evidence Shows
The claim that "Thunder is made out of gas" can be broken down into two parts: what thunder is and what it is composed of. Thunder is not a physical substance or material entity, so it cannot be 'made out of' anything in the conventional sense. Instead, thunder is a sound wave generated by a physical process.
According to multiple authoritative sources, lightning heats the air around its path to extremely high temperatures (up to about 30,000°C or 54,000°F). This sudden heating causes the air to expand explosively fast, creating a shock wave that propagates as sound, this sound wave is what we hear as thunder.loc.govloc.govWhat causes the sound of thunder? While air (a mixture of gases) is involved in the process because it expands and contracts to produce the sound, thunder itself is not a gas or made of gas; it is an acoustic phenomenon.
The claim likely confuses the medium (air/gas) through which sound travels with the nature of thunder itself. Therefore, the statement that thunder is made out of gas is inaccurate and misleading.