Physical to Lightning is actually quite good for Tornado Shot because the second line of the Gem is "Supported Skills gain (10-29)% of Physical Damage as Extra Lightning Damage." Since you do mostly Physical damage when leveling with it, it actually adds quite a bit.
If I was leveling a TS build and was on a 4 Link, I would use TS, GMP, Physical Projectile Attack Damage, and Physical to Lightning. If you haven't yet, try out Herald of Ice (and Herald of Thunder). For leveling purposes, they're moderate damage upgrades, but huge in the way of quality of life. They don't have to be linked to anything to see the benefits.
The game is basically a sandbox. There are third party tools for everything from trading to wiki lookups to price checking to accurate DPS simulations. The wiki is extensive if you're not sure what something is or can be found.
Path of Exile Wiki