Aw, I'm sorry. Jackson is super quirky too like that.
He HATESSS any kind of alarm sound (smoke alarm, etc) or even the beep that comes from smoke alarm when it's dead. I found him one morning in the corner of my bathroom shaking. I hadn't even heard the light beep coming from the smoke detector and slept through it. It was telling us batteries were dead so a light beep every... 60 seconds maybe? I felt awful I hadn't noticed sooner.
Yet today we had people working at our house downstairs using a big electric saw thing to cut wood for framing and after their usual barking (alert, there's a stranger in the house!) they went and slept and the noise didn't bother him at all.
But yeah I would say a lot of positive reinforcement, taking things slowly, and I guess... if he wants to relax somewhere else, let him.