Storing heat is not difficult. You just heat up water and put it in an insulated tank. Either steel, or dig a hole in the ground and insulate that, with a floating insulated lid. Once it's big enough, the losses are so low that you can use it for seasonal storage, and with solar to heat it up in the summer, it's cheaper than natgas. At least where I live.
Next year, I think, they're building a storage not far from where I live with 200.000 m³ capacity.
Nobody is using gas to heat anything in Finland. District heating is pretty much all some combination of waste heat from some other industrial process (including electricity production), coal, wood or peat. Some district heating scale heat pump and storage projects are in prototype phase but are meaningless % of actual usage.
For individual house heating it is some combination of pure electric, heat pump, wood and oil.
Gas in general is used very little for electricity here (only ~7% of total energy production) and gas cooking stuff is also relatively rare.
Next year, I think, they're building a storage not far from where I live with 200.000 m³ capacity.