No coddling, thundershirts or whatever else. Get the dog out there and expose it to everything. Every day take him somewhere new. Do not let him runaway or shut down. Whether its stairs or walking through a city he has no choice unless you give him one.
If after that he still does not get better PTS and next time buy from a breeder that knows what they are doing and offers a temperment / health guarentee. If by 1 year he is still afraid of the world you got what you got.
Such shy animals are in all circumstances an encumbrance to their owner, who must be ashamed of such a dog, and a disgrace to their race. Under no circumstances whatever must they be used for breeding, however noble and striking they may appear.