The breeder I got my corgis from also breeds shelties and none of her shelties ever meet a stranger and are never skitish or neurotic. That is definitly not normal. He could just be scared of the new enviroment or something, or his background may not be very high-quality. Feeding him a good quality food could help his coat, even though a lot of coat is not somthing shelties have at that age. For now, just don't make a lot of quick movements or corner him, and coax him to you with a lot of treats to help him gain your trust.