how to help a worried rescue pup

[fizzmaker]

We have taken on two westie pups, just turned a year, we got them at 9.5 months old. Prior to this we had only ever had elderly rescue westies, one at 8 years old and another we got at 11 - now both dead. These two new ones are very affectionate, littermates (and now aware of the potential pitfalls of this) and very amenable to training with some exceptions.
One boy obviously sees himself as responsible for his brother's wellbeing and worries whenever we are out and about. They come to work with me and have a crate there which they sit in happily with the door open or closed.

When we go to training classes (separately) one is fine and does well, the nervous one lunges and barks in a high-pitched frenzy whenever any other dog moves. When all sitting still he will also sit still and will do his turn without major problems but if another dog moves he barks at it - to the point we have to stay in a section of the room with a screen between him and the other dogs.
I don't know what happened to them in the first 9 months - they were not mistreated as far as we know but discipline was lacking and they had very little self-control to start with. At home in the house they are now very well-behaved but in the garden they wind each other up into a frenzy and are infuriated by next door's cats and dogs. They often end up fighting with each other in their frustration.
We walk them separately once a day and then they have an off-lead walk together at lunchtime - they will come back when called but not always reliably yet. My fear is we come across another off-lead dog and a fight ensues. For this reason I only let them off in a large field where I can see for miles if anyone is approaching.
I guess my question is what general training tips/approach can I use to build confidence and more reliable obedience? There are so many different techniques and I want to be consistent. We've never had to deal with the energy of such young dogs before and in addition to plenty of exercise and stimulation I'm desperate to help him settle in to his new life.