How to increase my dog's confidence?

Hi, I have 3 dogs: Miky, a mixture of breeds; Lucy, a Labrador; Shadow, a mixture between Miky and Lucy.

Miky can be very aggressive with strangers at times and Lucy is extremely friendly. Shadow, on the other hand, is literally afraid of flies.

Is there anything I can do to increase Shadow's confidence? He is 22 months old.

Thanks!