I am not an expert, but your puppy might have anxiety disorder. We have a dog, Jett, who freaks out about loud noises: loud car/motorcycle exhaust, fire crackers, thunderstorms, etc. She tries to claw through the bedroom door, shakes violently, and hides under the bed, when indoors. When I walk her and there is a loud noise, she pulls hard at the leash, and tries to run inside, even if she isn't finished with her business. We know that she only freaks out over loud noises, so we hold her, and let her hide until whatever upset her is gone, and she is calm. Please talk to a vet, and write a diary about what happens every time your puppy acts like this. Your puppy may need medication.