Going by the myths, a lot of Thor's power would've been from Items of Power. There's Mjolnir, for a start, and he had a belt that gave him the superhuman strength necessary to lift the hammer.
As for a stress track for lightning, I'd say make it Channeling linked to an Item of Power. Ditto with Strength--that can be a way of giving him the powers gradually, he finds the items bit by bit.
As for a Catch, in the myths, Thor is killed fighting Jormagandr, specifically he dies of the poison from the serpent's bites, so that could be one Catch.