war dogs come back with ptsd but i dont think its from loud noises like rifle fire or explosions unless the explosion is danger close. they train in that stuff every day. i know a kennel that specializes in war dogs have a speaker exposing their pups to rifle fire sounds as early as 6 weeks.
some dogs are just sound sensitive and others arent. i dont think you can "train" a dog to be ok with fireworks or thunder. i had a 12 week old pup that was peeing outside and heard a loud clap of thunder and stopped peeing midstream and ran inside. i have another 12 week pup that sat through a super close firework show wanting to chew on my shoe and could care less about the loud booms overhead (some of which startled me).