We had five (!!!) nights of neighborhood fireworks. The one official/legal fireworks display is a bit away from us and never really bothered the dogs. Two/three years ago the neighborhood displays started to get out of hand. The police don't even investigate the illegal displays so people are emboldened. The displays two/three years ago changed my dogs from having no issues whatsoever with either thunderstorms or fireworks to being freaked out by both noises for a long time afterwards.
I tried Thundershirts....those freak the dogs out. Put one on a calm dog and you instantly create a shaking dog....Sunnie worse than Dan.
I have herbal calming collars...they're enough for minor storms or ones that are a distance. They don't work for fireworks.
These past five nights, the dogs have been spending the evenings/overnight in the basement where it's quieter. I run an air cleaner down there 24/7 and that noise helps, too.
They came through it unscathed but it took vigilance on my part.