How can i help my dog?

I have a one and a half year old field golden retriever boy and he is the absolute best dog ever. this summer we moved out into the woods and everything had been great until recently. a couple times now when i let him out at night we will hear something running through the stream or the weeds near the house and it scares my dog and he runs to the door to go back inside. I think it is just deer that get spooked by us coming outside, but there is mountain lions known in the area. So of course I get scared, i’m just a girl what can i say, and he gets scared and we both run inside. Now he has been clearly scared to go outside when it gets dark and i basically have to drag him outside. My boyfriend will try to bring him out and we will both try to bring him out but he just stands there looking around and won’t move and eventually just turns around to come inside. I’ve tried to be really calm lately and walk out there with him and show him that everything is okay but he just will not go potty. Should I try some calming treats or get him a thunder jacket. Idk i need help please.