Hi, I used to have a spooky boy. Things got worse when he reared and I fell of so denting my confidence but I knew that if I didn't get back on I would just become scared of him. I started by riding in company. Have you got anyone else who you can go out with as another horse should give him some security. I also found that I had to make a supreme effort to block out any nerves or anticipation of 'what he might do' because he could sense it from me. I worked with him on the ground a lot (I did Parelli) so that he could look to me as a leader. I tried to set up a lot of hazards to desensitize him. All of this took months. He would be frightened of loads of stuff, prams, bikes or anything with wheels scared him to death, he would spin and try to run away. Motorbikes he never got over and we still had this problem when I sold him - in fact he bolted with me several times because of them. Also he bolted when an invalid carriage came up behind us. I did however manage to be able to hack him alone eventually on roads and tracks and I found that I always had to be very alert i.e. looking ahead all the time while being conscious of what was going on round me. One track ran over an open field and he would always be on his toes here like he was scared of being out in the open. He bolted with me here for no apparent reason that I could see. Start off small and even if you are only walking, it doesn't matter as long as you don't feel scared so it transmits to the horse making him worse. I found that it was necessary to put my stirrups up a hole or two to give me a better seat in case he did jump to the side when there was a clump of grass that was a different colour to the rest. I found that if he came to a complete stop because of something he had seen then I would give him a moment to digest it and then ask him to go forward quietly but persistently. If he whipped round, I would just carry on the circle and make him face back round the way we were going. Sometimes I would just sit it out and eventually he got bored and would walk on.
I also note that you haven't had him very long and I think that it does take a long time for a horse to completely settle into his new life. When I had all these issues above, I had moved my horse 3 times since having him within 3 months which did not help at all however the final yard was great and he was much better after 6 months. He was a big girls blouse really and he was worse if he knew I was scared.
I think it will take time and patience, lots of rewarding him so he knows when he has done well but I am sure it will all come good for you.