I’d like to ask to repeat this experiment but with a ferrite core next to the sensor (touching it). On the low spectrum (below a few MHz?) the magnetic component in the electromagnetic wave becomes dominant. Which is why receivers in shortwave radio and in e.g. DCF77 use a ferrite antenna. The ferrite’s length should be perpendicular to the line formed by the sensor and the location of the storm.

Edit: you’re reading at 400 Hz so you’ll read phenomena below 200 Hz