My horse was, and still can be extremely anxious. I found the BIGGEST thing which led towards him being much better, and MUCH easier to handle, was desensitizing him.
I started with smaller things like getting him used to my tools, a lunge whip, which I would flap round him, first far away, then when he stops moving i'd give him a release from this pressure. Then i'd do it closer etc. Then I'd use a tarp, they're great as a tool because they're big, bright, and loud! 'monsters' are all of these things ;).
By desensitizing him you will be building a very valuable trust with him, while also helping with the spooking/anxiousness.
I'd also suggest maybe adding epson salts into his feed, For magnesium levels. Or add a calming supplement?
Good luck :)