buy it in veilstone
*facepalm*
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You can get a Thunderstone in New Mauville and by trading a Yellow Shard to the Diving Treasure Hunter on Route 124.
go to google and type " pokemon lightning yellow 2shared"nd download iy
There is no mist stone.
You can get it in Cerulean but pikachu won't let you use it on him in yellow.
Trade with water stone