Our Border Collie does not care for thunder/gun shots/fireworks. When it is stormy and we are not home, he hides behind our big gas grill (with the big cover on it)...gets between it and the house. We think he thinks that since he can't see past the grill...the thunder won't get him.
We always make sure we are home on the 4th of July as the community fireworks are set off at the HS football stadium which is just across the road and 1/4 mile to the west of us. We ALWAYS bring him in to our utility room...run a fan...and he is happy. We bring him in when it is thundering or the neighbors are doing target practice, as well.
People around us have been setting off fireworks for several evenings now and I imagine they will be tonight, as well. We will be going to DS and DIL's for a cookout this evening but we will go ahead and put Sky in the house for the evening.
As for a dog not being human...he was in one of our barns about 3 years ago when the barn went down during a terrible storm (no, they didn't say it was a tornado but we think it was). We were so concerned that he did not survive...were out there right away looking for him. DH had been in the barn and had just gotten in the house when it went down. We found Sky...hiding underneath a tractor that was literally covered with lumber from the hayloft. From that point on, he has been terrified of storms. It would be enough to scare me, too!