I would walk the each dog on it's own, in order to build up a closer bond with the new one. Do not let it off lead untill you are 100% sure of recall. Until then a long line could be used to give him a bit more freedom, calling him back to you for treats when he come back.

Build up positive assosiations to approaching you. Fav treats in your pocket to give when he comes over, even at home to begin with.

With a bit of time and patience he should come out of his shell.

Has he got some saluki in him, do you know?