Selling thunder stones!
In fact, there was a history of this business. Darkness couldn't exist without light, society wouldn't exist without people, and when there were profits, there would be people who would willingly take the risks.
There were only a few generations of city lords in the Sky Thunder City that wasn't greedy. Even if they wouldn't sell thunder stones themselves, their commanders would; and they would get a portion of the profit.
The Lu Clan had a huge undertaking, but there were just too many Lu clansmen. The clan might have strict clan rules, but how could there not be any illegal transactions underneath such a huge clan? After all, a fish wouldn't reside in water that was too clean.
