"Flash" Lightning debuted in SURE-FIRE COMICS v1 #1 (June 1940). He starred in all 4 issues of SURE-FIRE (including 2 issue #3s), before having the title changed to LIGHTING COMICS (v1 #4, Dec 1940). The feature name was retitled "Lash" Lightning in LIGHTNING COMICS v2 #2 (Aug 1941), presumably to avoid confusion with DC's Flash (although "Flash/Lash" was almost always referred to simply as "Lightning" within the actual stories). LIGHTNING COMICS lasted through v3 #1 (June 1942). He also appeared in FOUR FAVORITES #1-22 (Sept 1941-Oct 1946).
"Flash" was actually the second Lightning in comics. The first Lightning beat him by a month appearing in Fiction House's JUMBO COMICS #15-41 (May 1940-June 1942).
You can read more about "Flash" Lightning at International Hero (although, they've got the timeline of "Flash" to "Lash" incorrect).