Commander Cocks again sailed for the Mediterranean on 4 January 1807. However, by August 1807 "Thunder" was in the expedition to attack Copenhagen. She was part of the advanced squadron which on 11 September engaged some Danish vessels that came out of the harbour at Copenhagen to attack the batteries the British army was establishing on shore. The squadron drove of the Danes; "Thunder" sustained no casualties. She was among the many vessels that shared in the prize money for the capture of vessels and stores at Copenhagen on 7 September; the share of an able seaman was worth £3 8s. She was also one of some 31 vessels of the fleet that participated in the proceeds from the capture during the campaign of the merchant vessels "Hans and Joachim" (17 August), "Die Twee Gebroaders" (21 August), "Aurora", Paulina, and "Ceres" (30&31 August), "Odiford" (4 September), and "Benedicta" (12 September). In 1808 Commander James Caulfield replaced Cocks. On 9 June, during the Gunboat War, "Thunder" was one of four Royal Navy vessels escorting a convoy of 70 British merchant vessels from Malmö Roads. The other three British warships were of 12 guns, the 14-gun , and the 12-gun . As the convoy was off the island of Saltholm in Øresund Strait near Copenhagen, a Dano-Norwegian force of 21 gunboats and seven mortar boats attacked the convoy. "Turbulent", which was bringing up the rear, was the first to engage and was forced to strike. Next, the Danes stationed themselves on "Thunder"s quarters and rear and opened fire. "Thunder" returned fire with her carronades and two 6-pounder guns on her stern. Eventually, the Danes withdrew with "Turbulent" and the 12 or 13 merchant vessels they had captured. The merchants at Lloyd's involved in the Baltic trade, as a token of appreciation for his efforts to save the convoy, gave Commander Caulfield £100 with which to purchase a piece of silver plate. During the Anglo-Russian War (1807–1812), a Swedish fleet with and engaged a Russian fleet off Hango Udd. The British warships succeeded in destroying the 74-gun and the rest of the Russian fleet took shelter behind a boom in Rager Vik (Ragerswik or Rogerswick). Vice-Admiral Saumerez and his entire squadron joined the Anglo-Swedish squadron on 27 August 1807.