Let him keep walking. To keep moving the horse is to releive him of stress. To keep him still is to build stress and fear. Also keeping his mind focused on other things is good, so focusing him on patterns and gait transitions (walk-trot, walk-halt, trot-walk, trot-halt) will keep his mind focused on something other than was spooking him. I hope this helped:) My horse is very spooky and jumpy so he spooks at the smallest things so this is always at the top of my head lol
My horse was a very spooky horse when I first got her and what I found works best is to be really patient and a lot of desensitization to everything and just really time and trust. It took me almost two years and know my mare is bomb proof. Good luck to u and your horse
Never get frustrated. Try to stay relaxed! If you get nervous, he will sense your fear and think that there really is something to be afraid of. Once you get your horse under control, don't discipline him, give him some pats on the neck and talk to him softly to reassure him everything is ok.