If you pass an electric current through water about 1 to 1.5 volts is used in producing hydrogen. The rest- roughly a billion times as much if we are talking about a thunderbolt- is wasted as heat.
OK, if you talk of heat what about thermolisys? May help in this case?
I like the idea of a net of balloon up in the sky so to be able to handle not normal thunder but smaller ones giving them the possibility to reach the ground easier, (without wait an amount of charge so big to generate the thunder). I think that this can generate a condition of "manageable power".
About the costs of power from other sources, we can't forget that fossil ones aren't endless