I agree with catlover2, you need to work on calming and trust, maybe dont go investigate the noises right away, just ignore that anything happened.
Most importand i would go to the vet asap to see if there is a reason he cannot hold his urine when he is scared, it is very likely there is, try and investigate this as much as you can.
It is possible to fix this, you will have to modify behavior, stay calm, and most important get him checked. Do you feed dry food? Dry food can cause all kinds of urinary troubles in males. Good luck!
I prefer my people to wear fur..
Gonzaga's Lady Perdita "Lady" CKC Yellow Lab
Adoptee Gucci super fuzzbutt
Adoptee Prada crazy dog extrodinaire
Tickles Tortie cat the owns my daughter