barking at the moon

When I heard mad barking from the screen porch last night, I assumed the neighbor's dog was out, or that a fox was in the vicinity. But when I asked Denny what the ruckus was about, he said, "Zorro is barking at the moon."
I don't know why this surprised me. Here's a short list of things that agitate Zorro: the lawnmower (big time), the vacuum cleaner, the coffee grinder, the weed whacker, anyone standing on a ladder, airplanes, and of course, other dogs. Sometimes, he appears to be barking at the sky. They say these dogs have extremely sensitive ears: maybe he's barking at the space station.
Thunderstorms are a source of major drama. Every time it thunders, it's as if it is happening for the first time. He races around the house, jumps on the bed, and ultimately squeezes himself into the tightest space he can find. The space between my side of the bed is a favorite refuge; so is our shower stall in Berkeley Springs.
We have had him for a little more than three weeks. The website for the Blue Ridge Border Collie rescue states we're still in the two-week trial period ("Cross your fingers that they'll love this handsome boy") but we're past that.
His past is a mystery. He was rescued from a shelter in Charlottesville. Sallie, who fostered him for BRBCR, said simply, "His family didn't want him anymore." But someone put a lot of time and care into this dog. He's housebroken, doesn't jump on people, doesn't beg. and knows how to sit, lie down and stay (sometimes). He can shake hands and will do a high five. He has nice teeth. He loves riding in the car and behaves like a gentleman in the back seat. He does try to herd other dogs, which makes walking him a challenge, but his behavior isn't malicious or aggressive (although other dogs may perceive it that way). Most of the time, he wants nothing more than to be near us. Occasionally, though, he retreats to a quiet place to think and reflect. Apparently, this is not unusual behavior for a border collie. Hard to imagine a golden retriever or lab doing it, though.