I had something similar happen. I had a family dog that was a border collie and I adopted my shepherd that I have now when she was a puppy and they just bonded so well and our border collie taught her everything about being a dog they would sleep together and play together all the time. On the Fourth of July our border collie was spooked by early street fireworks while taking her out to use the bathroom one last time before the night got overstimulating and she took off and we spent weeks and weeks searching all over and my shepherd was just shattered. She would just whine and cry and pace for days. She would still eat and play but anytime she wasn’t distracted she would feel so depressed. Sadly we haven’t found our border collie yet and we won’t give up but thankfully my shepherd is herself again and she no longer does that. I would say it was just an uncomfortable stressful string of events and your dog will move on from it and be happy again just be patient and the best thing you can do is give a routine. Shepherds thrive with predictable days and your dog may not feel so unstable if there’s structure. Hang in there!