Kerman had it's annual fireworks show... at the high school, which is only a short distance from my daughter's home. We watch it from her front yard.
My daughter has a dog much the same as yours. In year's past it meant Flyer, (her dog), would escape from the backyard and it could be more than a day to find him. She has another dog not at all afraid of the noise BUT follows Flyer wherever.
The last few years they wrap Flyer in a blanket, hold him, during the Fireworks... and it works. At the first 'burst' Flyer, and it's pitiful to witness, panics. Eyes wide in fear... hyperventilating, very very sad... but NOT if immediately wrapped in a blanket and held.