My Grey seems to have some sort of agoraphobia as well, so I've been working on this problem a bit myself. Here's a bit of advice I got from the adoption organization owner when I brought this up with him:
He suggested teaching a "look at me" command, that you use to refocus your dog's attention during walks onto you, rather than anything else that might spook them. You obviously need to practice it on-leash in a very calm, controlled environment at first (in the house, in your backyard, progressively moving to a place with more and more stimuli), but I've found it to really help the dog focus back on you.