How to react to a frightened dog?

Personally, I would just help her get to a safe place, whatever the situation. A fearful dog can react very out of character and can be a danger to you and to herself, so I would not try to make her sit or force her to perform some behavior that just exacerbates her fear. As you said, she can't focus anyway. Just allow her to get to a more comfortable area so she can feel better. I disagree that you should not comfort a scared animal. I rescued an elderly golden that had been left in a national forest (she was taken there to die as she could not have gotten there on her own). She was terrified of thunderstorms, for obvious reasons. She found great comfort under my bed, my desk, or under my feet or next to me. I would never have ignored her while she was suffering so. I always made sure she had a "safe place" to be should the weather change while I was not with her. You just have to help your dog the best you can, and by all means, comfort her in an appropriate manner. If it is a behavioral matter, that is different and can be addressed with training. But being fearful of something in your surroundings that you are helpless to escape would be very stressful. Hopefully, it will not happen again, whatever it was.