White noise.

My older dog loses her shit when she hears fireworks or thunder. We get through that by introducing white noise which prevents her from hearing (most) of it.

If you have a phone or tablet and have something like Spotify, download some white noise which you can usually find by searching for things like “ocean sounds” Sounds like ocean surf or rain are white noise.

It won’t stop the sharp noises of the guns, but it will kill off the ambient noises like people talking and stuff.

Also, do what you’re doing. Comfort the dog. It’s scared and it needs to feel safe. Keep cuddling, holding, etc.

And maybe consider saying “fuck you I’m taking my dog out of this crazy place” for a walk regardless of what they say.