Yay! FINALLY!
This one was almost as elusive to me as the Cosmic Phoenix was when trying for breeding. In retrospect, it took less time to breed out a Lion and Hippogryph (managed to get them both within four days of them being released), but the Storm Sphinx has always been elusive to me---Thunderhawk fail after Thunderhawk fail (with maybe a few Eagle Beagle fails scattered about). Finally, though, last night I got her! It was a cruddy day, too, after losing 38 gems to the gem trap that is farming (20-hr rune prunes brutally nabbed my lovely gems).
Now, only two lightning supers left (Zapra and Terradactyl). Good luck, everyone!