First off, thanks for the advice and encouragement.
Second, here is the link to his profile on the rescue web page. His name was Razzle, but I'm pretty sure I'm going to rename him Apollo. The rescue gave him his current name just a month ago, so I don't think he's too attached. His foster mother told me to give him a new "respectable" name. Haha. He has a bad haircut, can't really tell in the pictures, but when rescued his fur was apparently very matted, so it was cut off. So it's unevenly colored, and uneven length, and all pretty short. Hopefully it grows back in quickly!
http://www.rosas.rescuegroups.org/animals/detail?AnimalID=2045917
I got up this morning, and took him out again for 1.25 hours. He sometimes would seem a little more comfortable but mostly still want to just sit behind me when I stop walking. If he shows interest in something and starts smelling, which he doesn't do much of...then I stop to let him have his time to go. As soon as I stop though, it seems he thinks he has to come over and sit. I feel like he might think I'm going to punish him if he goes.
That being said, I'm also worried to just leave him tied up and not close by...because of his background. I don't want him to think he's being tied up and left outside again. I have 2 different leashes. I started with my old leash from my previous sheltie. One of the retractable type, to try to let him get some distance. I had similar results with it, although he would go out farther...he also would run back behind me as soon as I stopped. The main reason I switched to leash #2 (just a regular 5 foot nylon leash) is that the retraction mechanism makes a clicking noise when he gets to the end of it and it gets pulled. The clicking scares him and he comes running back.
He has eaten a serving of food. Yesterday he did throw up after the 3.5 hour drive home from Kentucky. So that's where some of the food went. Not sure he has drank much water though. Maybe I just gotta get more into him...and wait.
Other than this issue, things aren't going too badly. Inside he just wants to sit with me and watches TV very intently. He is a bit jumpy, but hopefully that fades soon. He seems very sweet, and I think eager to please...but I think he doesn't understand that I WANT him to go. I've tried to use different words outside in case one is familiar...but no luck.
Lastly, here is also a picture of my previous sheltie, Dakota.
http://i210.photobucket.com/albums/bb131/squall_ishida/dakota/2000_0068.jpg
Thanks again! I know I shouldn't get frustrated so soon, but it's hard to see a sheltie that seems to have a great heart be so scared and anxious about everything...he hasn't even barked once. So strange for a sheltie, but maybe once he's comfortable he'll start speaking...probably a lot!