clouds, that's easy, simple use dark swarm preplaced, or hallucination unit deaths.
Thunder storms, you can use the psionic storm sprite if you want, but it's a bit buggy. Ask some expert on that.
Rain, probably exploding archons, at random places. Would need a lot of locations. (or you can use the unit grids).
Snow and hail, not sure.
and a flock of birds, yeah the critter would work. simply create and order units from one location to the other...
at least, I think that would work.