Your Toller has descended from a long line of tenacious Canadian duck dogs. Hunting dogs that spent every minute at their master's side in the field with guns blazing around them. But, your Toller may still be frightened by the sound of fireworks or thunderstorms. FYI: Hunting dogs learn to anticipate the crack of gunshot, they are not born desensitized to loud noises, it is learned behavior.
Just as spiders, snakes, heights, flying, public speaking or mice (don't judge me), can send people into a panic, our dogs can also have fear triggers. For dogs thunderstorms, fireworks (any loud noise) or being left alone are the biggies.