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So, I am building a few units of Thunderwolf Cavalry, and intended to model many of them with 2x Wolf Claws.... before realizing the sprues for TWC don't even come with a single pair.

I do have a Grey Hunter/Blood Claw box... which, iirc has two pair... but are there any other options?

Wolf Guard Terminator box has 4 pairs in it for the "Wolfy Theme".

You get 5 pairs of "Generic" Lightning Claws in the Terminator Close Combat set, and the same goes for Blood Angels Terminators. The Dark Angels Deathwing box only has one pair of Lightning Claws (but a lot of other bits).

All the ones listed by Tamwulf are terminator-armoured. For power-armoured arms, the Vanguard Veteran box comes with (I think) 4 pairs.

Vanguard is the go to box for power armoured melee options. It's better for that than for actually making Vanguard Veterans.

I remember using combat knives and power fists to make lightning claws for my old chaos years ago. Could be you could try something like that.