Thanks for the advice! I've had Sesh for about a year now. We DO have a dog park nearby (just a few blocks from my house) and he usually warms up to people pretty quickly there. I don't think obedience classes would help much because he already knows all the basics and stuff. I was actually planning on doing agility with him (which I know also helps boost dogs' confidence). He's like this with most people he doesn't know at first, especially my neighbor. Not sure if treats will work because Sesh refused to take any or even sniff them when my neighbor was holding them, but I will try clara4457's advice.
The reason the walks are not working is she is probably too close and she is restrained - her anxiety level is too high.
(Sesh is a boy lol) I totally agree with you. I tried to tell that to my dad but my dad thinks he knows everything about dogs. So on the dog walk he has my neighbor walk Sesh (I didn't like the idea of that), and then during the walk my dad wanted to see if Sesh would walk with just my neighbor so my neighbor tried to walk him, and Sesh wouldn't budge. So my dad PUSHES him! It made me sooooooo angry!!!! I was like "What are you trying to do?!? Make him MORE scared?!" Argh my dad is no longer allowed to go on walks with me and my dogs. -.-'

I was planning on walking Sesh myself, but with my neighbor with us to the dog park and hang out there with some treats and stuff. Sesh tends to warm up quickly to the people there. I know there was one guy there with a deeeep voice and Seshy was so scared of him at first but now he loves him and runs up to him and does little tricks for him to get treats and stuff.