When Denna shows fears of something, I adopt a "challenge" attitude... we have to go investigate it and I let her see what it was that startled her - normally it's a flapping flag or banner that moved when she wasn't expecting. I will approach the object first and touch it, then have her "come see" what it is I'm touching.
I try to express curiosity... "ooooo.... what was that?????" and try to pass that on versus any worry about her being afraid.
So far it's working.
If Budkus is scared of going outside in the dark - first, I'd turn on some lights - then I'd leave him at the door and go running outside and act excited and happy... letting Budkus decide for himself to come join you (don't call his name or ask for a 'come' - just let him explore). Once he's out there, celebrate with him, and let him check it out on his own schedule. After a few repetitions, he should educate himself that there's nothing to worry about - until there's a strange sound or movement... something new to alert and check out - but that's his job as guardian, after all, right?