The name comes directly from the Lithuanian word for storm. It is currently fairly common in Lithuania.
Othe rforms include Audrone, (ow-DROH-nay); Audrūnė (ow-DROO-ney).
Male forms are Audronis and Audrinas.
Audra is occassionally used in Latvia and the Latvian male forms are Audris and Audrius.
Audra also coincides with the English variation of Audrey, in which case it is pronounced (AW-druh).
Credit goes to Capucine for alerting me of the Latvian masculine forms.