It sounds like your succulents would benefit from overhead protection (like a spot right under the eaves of the house) during these storms. Some people put their plants under a patio table during the worst of the rain. Protection is particularly valuable right after repotting (if you handled/damaged the roots at all during the process), when first starting a rootless cutting, and for certain desert plants that do not tolerate excess moisture well.
To some extent the process of life and death in the container garden is instructive (so it can have value even if plants fail). And over time the true survivors will start to pile up (survival of the fittest). This selection may be painful but whoever makes it through is more likely to withstand the next challenge.
Severe sunburn is irreversible, generally, but any plant that survives will put out normal growth afterwards.
Stress colors and sun shock are reversible, up to a point. Experience will teach you where the limit is.
Walls or even large objects will tend to give you at least some shade (though not much right now). Try to engineer at least a small area where there is overhead protection. This will give you a spot to begin toughening up new plants, and it will give baby plants and rootless cuttings a bit of relief.
Most succulents are quite sun tolerant in our mild climate, once they are a good size. Young plants or rootless plants much less so. Remember that plants at the store are generally being kept in very low light, and spent their time before that in a greenhouse or under shade cloth. The economics of plant growing (bigger faster) more or less dictate that. After spending their whole lives being pampered it is a bit of a shock when they encounter direct sun for the first time. It takes weeks of gradual stepwise increases in light for most new succulents to be properly tolerant of midday sun, at least without too much of a hiccup on the way.
I killed lots of plants with too much sun before I started giving more protection up front, so I've been there.