Learn English – Who came up with the phrase thunder rolling and how

I've got a possible interpretation, for which however, I'm afraid there is actually little hard evidence (but considering the scarcity of etymology studies dealing with prostitution professional vocabulary, this is hardly surprising). However if you connect the dots, it kind of makes sense.

For each dot, in the conjecture below, I will add a confidence level (abbreviated as CL), so that hopefully other contributors might fill the gaps.

Here it goes anyway:

It all comes from... Surprise, surprise.... French argot (slung).

1. "trique" in popular French is a word for a wooden stick (CL 100%). French donkey's are sometimes motivated using "des coups de trique". It is believed to come from Northern French dialectal "estrique" and is akin to "strike" in English, "streik" in German and so on. Also gives "tricoter" (to knit) in French.
2. "avoir la trique" or "triquer" means to have an erection (CL 100%).
   Passing the boundary between popular and argotic here.
3. By extension "triquer" or "trequer" means, for a man to make love, in a careless/bestial way to his partner. (CL 100%). Please refer to a famous novel named "Prostitution" by Pierre Guyotat, easy to find on the web. Just Google for "Guyotat triquer" and you should net a large number of hits.
4. The verb "triquer" used as "to have sex with a prostitute" was particularly common in the world of French prostitution in the previous century at least (CL 50%). Can't back this from personal experience, I'm afraid ;-).
5. The idiomatic expression passes in the English language somehow (CL 20%).
6. A trick in English in the context of prostitution has both the meaning of a customer or the act itself. (CL 100%).
7. To "turn tricks" is to engage in acts of prostitution with "Johns" or "Tricks".

So you see, this is a possibility but there are a few gaps which I'm not able to fill with certainty.

Edit
Since this post was composed (more than one year ago) and as I researched the world of the French Impressionists, I came across additional info concerning the step in which the expression passes into English.
It is a well documented fact that the French industrial revolution was accompanied as everywhere else, by rural exodus, poverty, and an increase in the levels of urban prostitution. It is also possible to show that a proportion of French prostitutes emigrated to the US and various other destinations (even Australia) at that time (end of the 19th Century). Conversely, one can find examples of "petits femmes de Paris" having risen to a certain level of fame and wealth in the US at the time.
In summary, the possibility that the expression passes into English now seems less conjectural to me.

The 1935 definition in Albin Jay Pollock's The Underworld Speaks (apparently published by the FBI to help people spot gangsters by their speech) is:

He's bananas, he's sexually perverted; a degenerate.

This may be alluding to bent, the shape of a banana.

Bent is 1914 US criminal slang meaning dishonest or crooked, and 1930 US slang meaning illegal or stolen.

The eccentric, perverted or homosexual meaning of bent may be originally UK slang; it appears in 1930 in Brophy and Partridge's Songs and slang of the British soldier: 1914-1918 meaning spoiled or ruined. It soon after appears in 1942's The American thesaurus of slang: a complete reference book of colloquial speech in the definition for eccentric: "Balmy, bats, bent, [etc.]".

Another 1833 US slang meaning of bent is to intoxicated with alcohol or drugs.

The 1935 bananas is in brackets in the OED, so they're not convinced it is the same meaning.

Etymonline says the crazy meaning is much later: 1968. This year matches with the OED's third quotation from the University of South Dakota's Current Slang:

Bananas, adj., excited and upset; ‘wild’.—College students, both sexes, Kentucky.—I'd say it, but everyone would just go bananas.

The OED's second quotation is from a 1956 Ohio newspaper caption:

We heard the police broadcast!! They say you're bananas!!

But it's hard to gauge the exact meaning without seeing the picture.

Edit: I found a possible example of crazy bananas earlier than 1968 in The Spokesman-Review (Jun 22, 1962):

I refer to the taunt, suspenseful, real-life drama NBC brought us from Oakmount Country Club over the weekend - the National Open. Compared to it, Bonanza is bananas, and Dr Bon Casey is just another pill-roll.

This Ngram suggests this meaning really took off in the early seventies:

Turning to slang dictionaries, The American Heritage Dictionary of Idioms (1997) says of go bananas:

According to the lexicographer J. E. Lighter, this expression may allude to the similar go ape, in that apes and other primates are closely associated with eating bananas.

However, The Concise New Partridge Dictionary of Slang and Unconventional English (2007) says bananas (madly excited; mad; behaving oddly) is from 1957 and derives from banana oil (nonsense; persuasive talk) from 1924.

Contemporary synonyms are horsefeathers and appleseauce. The origins of banana oil are also unknown, but The American Heritage Dictionary of Idioms (1997) says it's possibly variation on snake oil (quack medicine) extended to mean nonsense.

Edit 2: Green's Dictionary of Slang Online has the noun back to 1957:

With * go bananas* from 1964 and drive bananas from 1975.