Ingredients necessary for the formtion of a thunderstorm are https://www.nssl.noaa.gov/education/svrwx101/thunderstorms/ and https://www.weather.gov/source/zhu/ZHU_Training_Page/thunderstorm_stuff/Thunderstorms/thunderstorms.htm and they depend on the weather situation, which can have seasonal aspects.

Thunderstorms can form *isolated*, e.g. in the afternoon when during the day the conditions have built up and *labilization* took place from different ground types, orography, sunshine duration, intensity and angle or "drops" of cold air high in the troposphere. These are [Orograhic thunderstorms or air mass thunderstorms][1]. They are usually (but not always) short lived (hours), local and occur in the afternoon and last until the early night.

Or thunderstorms can form along a *frontal line* that separates cold from warm air mass and that moves into the warm, moist air, causing it to rise to great height where it starts to condensate. This phenomenon is called a [cold front][2] or in a special form a squall line ([radar image][3]) and labilization is here the result of the difference in air temperature and moisture on a relatively narrow frontal line. Frontal system have considerable length (100s or rarely thousands of km) and moves swiftly over long distances. It usually doesn't last long, comes with a significant drop in air temperature when passing overhead and a significant weather change and veering wind, on the northern hemisphere.

Bith forms are convection, vertical movement of air caused by labilization.

Otoh, heat waves are frequently simply the result of dry and hot air being transported by advection, for example the Sahara air to central Europe. This air is hot and very dry, and it simply lasts until the weather situation changes and different airmasses come along, e.g. of Atlantic origin. There won't be thunderstorms, then, because there's not enough moisture. Such a weather situation is (again) forecast for the canaries, it leads to a hot atmosphere until great height, and cool underneath sea level, for example 23°C at sea level, ~30° at 500m ASL with an inversion in between, and 35°C around the summits between 2,000 and 2,500m ASL. This is absolutely stable and not even slightly conducive for the formation of convection or any kind of precipitation (except sand :-/).

tl.dr: No, it is not normal, but it can happen. There is no general rule and it is not the absolute temperature that causes thunderstorms, but differences in temperature and moisture that cause labilization.


  [1]: https://scied.ucar.edu/learning-zone/storms/thunderstorms
  [2]: https://en.wikipedia.org/wiki/Cold_front
  [3]: https://www.nssl.noaa.gov/education/svrwx101/thunderstorms/types/