He sounds a little like a puppy mill rescue to me. I have one, my Tasha was born and raised in a cage in Missouri, and just used for breeding. She was 4 years old when she was rescued. She had no positive human interactions at all prior to her rescue, so she had to build trust. Many mill rescues don't know to chase squirrels, and basically have shut down. It takes time to rehabilitate them, and having other socialized dogs present helps a great deal, as they see behavior to emulate.

Just keep working with him, and give him some time. You say you have had Ozzie 5 days or so; for a dog who never was potty trained, that is no time at all.