If anything it would be in Stormheim.To my way of thinking, it may be like a puzzle to solve. I haven't done Highmountain yet so I dunno if anyplace there is thematic to the elements, but so far all I can think for lightning-based stuff is Stormheim. Maybe we gotta get struck by lightning by climbing the huge statue?
I know Nithogg the world boss has some lightning attacks and the storm dragons are very much about storms and gale winds and all that, but I think if the bindings were on any loot table it would have been datamined by now, right? Like isn't that stuff public record?