Hi K-Shea, Welcome to PetTalk, I can't give you much help but I do have two Mini Schnauzers, Miss Daisy and Perry. So far we haven't had that problem, but when the 4th of July fireworks go off, they don't like that and we play some music or the T.V. to drown out the noise.
Not knowing what your Schnauzer has gone through, I'm sure it will take time for him to gain trust and understand that he is safe.
Good luck with your baby, You are in good hands now.
Jackie, Miss Daisy and Perry