New dog- strange behaviour?

Ok, now I know that this is fairly normal for dogs, but here goes: I have a 2 year old American Bulldog x Great Dane, my boyfriend and I recently moved out into our own home, and we decided to adopt another dog. Nelson is a very dog orientated dog- he loves playing with other dogs. We moved in about a month ago,... show more Ok, now I know that this is fairly normal for dogs, but here goes:
I have a 2 year old American Bulldog x Great Dane, my boyfriend and I recently moved out into our own home, and we decided to adopt another dog.
Nelson is a very dog orientated dog- he loves playing with other dogs. We moved in about a month ago, but he still hasnt completely settled in the house. When I work, I take him to my partner's parents house for them to babysit him, which might account as to why he is not completely settled.

An ad came up for an American Bulldog free to a good home, and I decided to respond. The dog was relatively local, she is one year old, desexed, and has a good temprement. The owner broke up with her boyfriend, and now she is left home alone all day while the owner is at work, which she doesnt think is fair.
We met the dog and owner in the park- the dogs seemed to like each other, and the dog was friendly towards us, and quite obedient.
We have decided to take her for a week to ensure that she settles in before we make any decisions.

Nelson is being very good about this- there are many times where the new dog 'Dolly' has crossed his personal space boundaries- and he just submits to her.
The dogs were both fantastic in the car, but when we got home it was another story.
Dolly is terrified of coming inside (apparently she was a mostly outside dog- but she has been housebroken and was allowed inside on occasion) we ended up locking her in the back room of the hhouse (which is basically an enclosed verandah- the walls are shade cloth) she hates the doors and freaks out when one is open (wooden doors- they stick and make a bit of noise- so I can see why she might be scared)
We coddled her a bit on the first night to try to entice her into the house- and then just gave up and left her out there with blankets and food and water and checked on her during the night.
In the morning I managed to coax her out of her hiding place and she settled into the room a bit better, then we all played in the backyard together.
I took her for a walk just with her and me, and she was much happier.

My boyfriend wanted to take her to his parents place to see how she got on with his family and their pets (they have 6 cats and 3 dogs) I really didnt want to push her so far so quickly, but ended up relenting and took her there.
She settled in really quickly, and we even managed to get her inside and she was happy to sleep on the couch with everyone.
Completely different dog, there.

Once we took her back home, however- it was a completely different scenario- and she got spooked again. She hates beign confined- but if I leave her in the backyard she usually sits by the gate at the side of the house- it was raining yesterday and we went to the movies to see New Moon- so I left both dogs in the back room while we were out. They both behaved themselves, which is great- but she is still very nervy and unsettled there.

I am not sure what the difference is in houses that I am not seeing, here.
Nelson was avery nervous dog when I first started working with him 6 months ago, but now he is complately different, and much more confident around people. I know I have the skills and experience to help rehabilitate these kinds of dogs.
But I am unsure what is going on with Dolly- she is a confident dog, she is a confident breed of dog and has been well socialised. She loves going for walks and is quite happy everywhere, it seems, but at our house.
I am starting to think maybe the house is haunted and she is spooked by something that I cant see lol.
Does anybody have experience with a similar problem, or any advice?
I will eventually have to resort to flooding her and bringing her inside the house to try and make her less nervous of it- but I want to leave that as a last resort.
We still have plenty of time to let her settle in. I just hope that she can settle, and that she and Nelson will be firm friends.
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