J.,
Well, I think you know that some of the fears are stemming from Dad being gone. I'm going to leave that out of the equation and let you know how we have dealt with fears as they have come up with our 3 year old.
Thunderstorms - we make them cool. We actually will go out on our front stoop (covered) and let him see/hear the storm. And when thunder comes, we all yell, "Oh cool!". He loves them and now when he hears a boom of any kind he will say, "Thunder...cooooooool!"
Bugs - I'm a bug FREAK and I've really had to curb my fear in order to not instill it in our boys. So, again, bugs are cool. I let him touch the ants, try to catch the flies, look at the spiders. We also bought a big bug book that had a ton of pictures in it and we talk about all the bugs and what they do, where they live blah blah blah. He loves bugs.
Other scary things - for example we went to the Halloween store last night and he was afraid of the HUGE (like 8 ft) skeletons and called them the "scaries". So, after he played in the store and we looked for costumes we brought him over to the "scaries" and tried to get him to touch it. I touched it, Dad touched it and even his little brother (1 yr old) touched it. We told him that they aren't scary, but pretend. No, he never touched them but on the way home announced that he wanted to. And when he woke up this morning he told me that he wanted to "touch the scaries".
That being said, some fears are real. Our older son is afraid of heights. I talked to his doctor about it and he said that it's real to him so we have to use caution with it. We can't dismiss it as nothing, but we should try to encourage him to be careful, hold on to railings and walk slowly when he's nervous. We have and he's growing out of it, slowly.
Since your case may have some special circumstances, I would give the doctor a call and see what they think. I hope it works out for you.
Good luck.
(Oh, and I'd take the cat in a second, but we have two German Shepherds that would not accept her in the home.)