Go to a vet, ask for medication. Trazadone will is what I use on my female when she gets over anxious. We also have a prescription for Xanax for our incredibly fearful girl, but it doesn't really seem to work. But honestly medication if its that bad isn't a bad idea. It isn't wrong to do it and it can really really help. If that isn't an option, find the room that is the most sound proof. Take him out early in the evening and then put him in the room and put on some classical music or a movie without bangs. If you can take him for a longer walk earlier or do something to tire him out that would be good too.

But basically if you can keep him away from windows, keep him engaged and keep a background volume up, that's good.