I know you posted this in the herding section- and you've gotten some great advice- but just wanted to mention that if herding falls through for you, agility is another way to really build confidence in a dog. I've seen it first hand... If you equate "confidence (lack of)" with "weak nerves" then I've definitely seen such dogs gain lots of confidence with life experiences due to training in agility.
RATCHX3 High Jinks vom Neuanfang - Gotchya Day: 1/23/2013 DN, SG, SR, CA
Inspire Spark to Ignition! (Ignite) Gotchya Day: 10/8/2016
C-ATCH Pimg - RATO, UJJ (x2), DJX, HIT, CA, CGC, High in Games, Reserve High in Standard- CPE Nationals 2014