It all already finished luckily. :-)
I was reading about that topic and the more exposition doggies and cats have to all kind of noises since they are little, the better.
I know my male doggie was risen on a very quiet place in the country-side so when I adopted him I could notice how he even reacted to noises from motorbikes.

There’s nothing that make me more sad than seeing an animal scared. Maybe, bc I know it’s one of the worst states to be in.
I try to act with him as normal as possible and I even walk with him in the street in the same direction the noise took place. It’s the only way I know to make him know that nothing matters.