That is too bad about Rocky, praying that he outgrows it. Poor guy.
If you bring treats with you, I would suggest trying to distract him from what happens to be scaring him at the moment, see if you can get him to focus on you and then praise him & give him a treat.
Does he know “watch me”? Or a similar command? If so, that would be a good start & then eventually just watch me and no treats.
Jazzie is the same way. My parents say that the slightest change upsets her, like a new real estate yard sign, or statue, etc. But she walks great with Harlowe! It’s almost like having her buddy there gives her courage/confidence.
Is there a neighbor friend he could walk with?
Sending hugs to your little sweetie!

Xo