@ange_n_tizzy I'm not sure about foods, but I do know there are homeopathic products that can help to calm or reduce fears. One that you could try is called RescueKID (make sure to get the Kid version so that there is no alcohol in it). 4 drops in his water bowl that he should empty per day. If there are other animals in the house you can give him 4 drops with a snack in the morning. Try for 10 days and start to reduce when you see improvement.
You can also ask the pharmacy for homeopathic products: Gelsemium 7ch or Stramonium 7ch. These are little balls of which you can give 3, three times per day or 5, two times per day in between feeding times. Try for a month and reduce to every second day as soon as you see improvement. Don't touch the grains with your hands.
Many border collies are a bit fearful or nervous around noises or moving objects, and often puppies go through their second fear-phase around 5-6 months, but this can also be a bit later. Mine started around his 7 months and I've worked with several trainers since then. Going back to basic obedience and walking with other confident dogs seems to have the best effect on building his self confidence and reducing fear. Wearing him out before taking him to "scary things" also helps, as he'll be relaxed and basically too tired to be scared!