Nebula = expanding gas right?
Most of the gas is actually colourless and the fancy folks assign colours to said gasses, generally the bare pictures with contrast etc enhanced look like this:
Full article here:
http://www.worldsciencefestival.com/2015/01/stars-without-makeup/
Yes static electricity could be carried between gas particles but I have a feeling without confines of atmosphere the particles will be too far apart to meaningfully gather and release that much energy (bearing in mind lightning is an insane amount of electrical energy).
One thing I can say for certain is that no such items are present in Elite.
Edit: There are a few articles on lightning in nebula actually a paper here saying what I just wrote:
http://www.sciencedirect.com/science/article/pii/S0019103597958462
"We find that development of a large-scale electric field strong enough to produce discharges does not occur under conditions characteristic of protostellar nebulae. This is mainly a result of the fact that the high electrical conductivity of the environment and the relatively low density of solid particles combine to yield a situation in which the large scale electric fields, as well as the electric charges segregated on the particles are short circuited by the highly mobile electrons and ions. We also consider the possibility of lightning in altered nebula environments with higher than canonical dust density, such as a dust subdisk."
Science! It may not be exciting but it's accurate.
Although this paper says it's possible in specific chemical compositions:
http://www.sciencedirect.com/science/article/pii/S0019103599962450