Before we bring a dog into our home most of us have an idea or picture of what life will be with our dog. Some get a small dog so it's easy to take along everywhere, others want to do therapy visits or scenting work or competitive sports or simply be able to do daily walks around the neighbourhood.
We don't always get the dog we expect.
My first dog, my beloved Westie, who you see in my banner, was a Therapy Dog for Therapeutic Paws of Canada. He was well suited for it as nothing much fazed him. You could drop a metal pan right beside him and he would look in that direction, and then look away. He was accepting of being handled, sometimes roughly by residents of the nursing home. He was comfortable with all that was required of a good therapy dog.
I was able to take him anywhere without thinking twice about it.

The plan for my Beardie, was the same. I wanted to do hospital visits as well as consider competing in Rally.
Different dog. Different personality. Different outcome.
My sweet Beardie was fearful to a degree. He startled at sounds and was often uncomfortable with novel stimuli. 
I had to bring him in the back door of the veterinary clinic every time we visited as the sounds on the main street frightened him. He was unable to walk city streets without startling at some point or slamming on the brakes refusing to move forward because something scared him.
I always had a contingency plan in case we encountered something that spooked him, which happened often.
In spite of that he was a sweet, lovable, fun, playful companion. I loved playing with tug with him and just hanging out. He'd be content to simply snuggle with me or rev up to play when asked.
I had to adjust my expectations though. I was very used to having a dog who could go anywhere, without question.
My Beardie would have been very happy living off in a country setting, away from city sounds, romping all day in the forest ☺

Sometimes we can change behaviour to help our dogs feel safer. Sometimes we can’t.

If the dog is anxious every time you step out the front door, he may be better served by avoiding leash walks until you have worked with a qualified trainer on behaviour modification. 
People don’t like to hear this. Most believe a walk is a necessary activity for all dogs. Not always. It depends on the dog. 
If you have a fearful dog, he may be happier simply playing with you at home or in the backyard. He may be happy to watch the world go by from a window. (as long as he’s not barking out the window!).

Keep expectations realistic. Work with the dog you have. Work with a qualified dog trainer.
Accept him for what he is.