Yep this is Classical Conditioning at it's best. If she's still worried, record the sounds. Start playing them on a stereo on a really low volume during "good stuff" (eating, treats, pats etc) and slowly increase the volume. In theory you should be able to have the radio blasting and the dog calm. (Slow steps remember though team!)
Also CC is needed for other predictors of the frightening noise. Having the gun around is good, start by having it just in the room/paddock, on the ground, not being handled by a person. Increase the criteria to opening and closing of the bolt and finally shooting. All those predictors need to be worked on separately before being put together.
Google "classical conditioning".
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