I had the greatest dog ever, but she was scared of fireworks and thunder, just about any loud noise. She was a rescue, and I don't know what traumatized her before I got her. Eventually she broke out of it and became my favorite pet of all time, but she never got over being scared of loud noises.
I got a cat, rescued her from a farm. She was fun and playful and not scared of loud noises until my dog taught her to be scared. So, they both would run and hide under the bed. Lady, my dog eventually died.
I got another dog, a vicious Papillon. Got the thing as a puppy and it was playful but very demanding. The cat tolerated the dog, but they got along. It wasn't scared of loud noises but eventually, the cat taught the dog to be scared of fireworks and thunder and every Fourth of July and New Years they were under the bed together.
Interesting how fears and reactions can be taught.