The socializing continues, now that the pup is four months plus, and will for the rest of their lives.
But by this point you will know what your pup is and isn’t disturbed by: thunderstorms, skateboards, kids running up to them, barking dogs.
Some of their dislikes might be sound sensitivity, movement, or combinations of the two. You and I can be startled by a bike whizzing past, or distressed by a dog that came out of nowhere and misbehaved. So can our pups.
Personally I continue using the passive sound recordings while we train at home, only 1) the volume starts to go up, and 2) I particularly focus on things they do not handle with calmness.
Using a clicker and high value favorite rewards, I can help a pup desensitize and learn to ignore those sounds that bother them. There are some very good books on the subject of distractions and things that upset a pup: “Control Unleashed”, “Click to Calm”, are just two that I have relied upon.
If the problem involves movement as well, you may find yourself enlisting the assistance of friends, neighbors, and even total strangers. It’s amazing how many people are willing to help a puppy with their training!
I also begin a regular obedience class, not so much for the training which they are recieving at home and out in public with me, but mostly to practice focusing and working amid the distractions.
A baby agility class, or other competition class would work just as well for that. Perhaps even better, given how high excitement such classes tend to be, with excited dogs and handlers.
At this age I change vests and harnesses: from SD candidate to SDit (in training), and the tracking harness gets replaced by a rigid mobility harness. Recent changes to the law allow full public access to in training dogs, just like the “grown up” SD’s.
I’m still not sure if a handler/trainer identification is required but they run just $15 or so for a clip on, or you could even get a t-shirt or sweatshirt made pretty cheap.
So my 4 mo old is now not sitting outside on the patio of the restaurant, they are inside at a table or booth. Where I live doesn’t have public transportation, so I’ll be having to go into a bigger town not just to watch the buses, but to ride them. And a paid trainer will be taking the puppy without me to places I know can cause me anxiety.
The experiences are beginning to be combined with obedience and tasks; longer down stays, harness work practice (gentle–they’re still little), and my expectations of them are going up. 
I’ll be working very hard at 4 mo to get their Good Canine Citizen test passed, even this young to become involved in therapy dog work for more involved socializing.
For therapy work, the harness, pack, and vest comes off and I replace with only a bandanna because they are now starting to ignore people when they are in their harness.
But the therapy work socializing experiences are of great value to having a calm and unflappable dog. It also is a great benefit to other people!
I will probably have my dog take the CGC test again around a year old, and maybe even once more at adulthood–dogs change over time, as they grow, develop, and from the experiences they encounter.
Here again is a document list of ideas for socializing experiences that you can download and use, or alter and add if you wish: SOCIALIZING
