Corgis pack a lot of power into those short-legged bodies. Any dog that is the size of a Corgi who was bred to nip the heels of cattle were bred to be brave. Your Corgi may have all the swagger in the world MOST of the time, but let the fireworks begin or thunder starts booming and your usually courageous Corgi is a quivering terrified little dog. It's heartbreaking.
Just like people have stress triggers, oh, like spiders, heights, public speaking, clowns, so do our dogs. For dogs, the most common stress-inducing events are thunderstorms and fireworks. Being left alone also often upsets our pack animal-type dogs.