It is the DOGPOCALYPSE! At least until 10:30pm July 5th here in Garden City, KS. We celebrate our declaration of independence and for us it is a time for celebration. For our pets and the wildlife living around us . . . not so much. There are a few things that we can do to help minimize the issues for our pets.
1) Training/desensitizing- You can actually create a happy association with the loud noise by consistently offering rewards whenever they hear the sound. If you have started clicker training keep your clicker and food around you. <bang> <click> <reward> If the pup is staying away out of fear, just toss it to them if appropriate.
2) A hidey hole- Give them someplace to hide on their own volition. Preferably a place with little to no exterior walls, glass or vents. The vents portion is usually what people miss. The vents reverberate sound and sometimes amplify it or create a whistle (remember they can hear higher ranges than us) that will add to the issue. This is especially true during storms when the wind creates a whistle effect. Don't forget a fireplace is a vent.
3) Be calm- Our animals look to us for guidance. We are the pillar in their life. If we start freaking out, then they know their fears are valid. Don't coddle your pet. You do it to help them but it just scares them more. If they come to you wanting reassurance, go ahead and give it to them. Don't go to them and start trying to reassure them. Once the dog starts thinking you might be worried they will be justified in freaking out. They don't understand that you are worried that they are worried. Exude confidence.
4) Contact your vet- If you have tried all measures or your pups reaction is just too extreme (self injury, mass destruction) then look into medication. Not all brains are the same and some animals (people included) need some help to just take the edge off.
Thunder shirts and pheromone emitters are fine to use. I don't generally use them as a go to because they have about a 50/50 chance of working. If they work for you, fantastic. Just don't count on them. There is no magic wand fix when working with minds.
The best thing you can do is train and desensitize.