Sensitive dog

My mixed breed doesn’t bother about fireworks or the shoot or the firing range but accidentally scrape your foot on the ground or trip as you’re walking along (as I did this morning) and he shoots forwards part barking part screaming ?. If a pheasant suddenly bursts out of a hedge surprising him he yelps too.
 
My dog is strange. Thunder and fireworks are fine. He takes no notice of them. But when I tried to clicker train him he was scared of the noise the clicker made and I couldn't get him used to it and he also hates it when you click at the horses
 
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