As the title says. What kind of theories did they have as to what caused them and what part, if any, did they play in their mythologies?
And I do know that they were not a monolithic people so there's probably hundreds of answers to this question so I'm looking for just a few examples here.
While you are waiting for one of the many historians focusing on the story of the indigenous peoples of the Americas, I think you might be entertained by this answer from u/ SEpdx about a Kinowa encounter with the Great Medicine Horse.