How do you lessen issues with gun shy dogs?

My GSP was a bit nervous when I was shooting a .22 RF. A bit pesky but not too much.

But gets very worked up during a thunderstorm. And during close fireworks. Now even gets worked up at fireworks faintly heard from many kilometres away. He's inside and often we can't hear them at all. But he starts whining and walking around nervously. And it's always at the time when fireworks are planned nightly this week. Every night for the last nine of so days.

He has extremely good hearing. From the city house knows when people are in the park next door even in the middle of the night. When we hear nothing.

My previous two GSPs, not a problem. And my fox terrier mutt before them, no problemd. Loved guns. Guns meant rabbits, birds, fun. My father's sheepdogs were all gun shy.

Any tips of what to do or not to do?

I've had some health issues so haven't done as much shooting in recent months, at home at least, where the dog was present. Now have another unexpected problem to solve.

A party nearby a couple of months ago, had fireworks going off right over our houses, launched from a private residence. He went a little nuts from that. Probably started the anxie.

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My ideas are:
* Associate the smells of gun oil and burned powder with good things, treats, food, etc. Maybe put a used shotgun shell near his bed. Familiarity.
* Shoot off a quieter gun, bang etc in the near distance, while someone sits and treats the dog. Bangs associated with good things. Come closer as he hopefully shows less distress.
* Rabbits and guns. Association.
* Deer and guns. Association.

A question, comforting a dog showing anxiety from eg distant fireworks, is this good or bad? Does it reward the anxiety?

I'll ask gun dog experts, find my training books etc to research as well. But thought I'd ask here first.