Like Thunder Trophy in Chronos Before the Ashes

You'll acquire the Lightning Stone while making your way to the second story-related Guardian (the Pan Guardian) while in, well, the Pan. This is the area you access via the large painting. 
 
After you make your way through the initial tree areas, you'll come to a Teleport Stone. To the right will be a bridge but to the left is a building. Go left, ignore the door inside for now, the head down the stairs on the right. When you reach the bottom, there will be a door on the left and an open pathway on the right. Go right and there will be what appears to be a wall at the end but you should notice it has a bit of a wavy-like animation on it. Go towards the wall and when you touch it, a hidden room will appear. At the end of the room is the Statue holding the Lightning Stone: