Hello Jeanette and welcome! I have lots of experience with anxiety... a few thoughts to come.
I also use Zylkene with some benefit, along with the DAP diffuser (Dog Appeasement Pheromone, Adaptil at most vets). Unfortunately neither is a perfect solution, but they do help. I have had one very severely anxious dog and now have one who is terrified of fireworks and thunder.
Zylkene works best if you can give it daily a week or two before the predicted awfulness. It's not effective as an immediate treatment. The same is true of the DAP-- it helps, but it needs some time to get into your dogs' systems.
Even with these, though, my little one will be reduced to a shivering wreck with fireworks or thunder. There are other things you can do, though, to help. You'll no doubt have read somewhere that you should completely ignore both the dog and the stimulus that is terrifying them during these episodes. To my mind, this is perfectly daft. Think about it. Guys in weird costumes are banging huge objects up and down the stairs. Things are exploding in the sky.
This is not normal. Sure, you ignore normal things all the time, but this stuff comes infrequently and is distinctly not normal-- if you don't notice it, what's your dog supposed to think?
Do notice it. Comment on it. Then treat it as 'Yeah, I know, but meh'. That says to Holly that you're perfectly aware of the thing, but it isn't bothering you. It will probably still bother her, though, so here's some more.
Close the curtains if it's fireworks. Put the lights on; it'll help cover the flashes. Put on music, loud music with lots of drums. Get her used to this music at peaceful times. Dance around and show her that you like it. Give her treats when the music is on. Associate the music with good stuff. Then put it on loud to cover up the bangs as much as you can. It's not perfect, but it'll help.
Make a safe space for Holly to be. She might want to be under your bed or the table, or she might feel more comfortable in a crate covered with a blanket, or she might want to be under your feet. Whatever. Even if she wants to be in the bathtub, wherever she feels most safe, let her be there. Don't ignore her-- pet her and talk to her as normal. Don't reinforce her fears by coddling, but don't punish her by not treating her as you usually would.
If you think there might be things that could panic her when you're out, keep her on lead. If you think she might slip her collar, get her a secure harness. A panicked dog cannot think properly, cannot look properly, and cannot attend to all the training you've done on her perfect recall: her brain is in shutdown. My little one usually walks off lead, but if there are bangs, I pop her on, or put her on if she starts to show anxiety-- and this calms her. I suspect that restricting her options gives her fewer things to worry about, but who knows? It helps. It might help you.
You may find that your simple presence, even if all you're doing is reading articles on the internet, is a calming influence. If Holly is particularly anxious should you want to go out on a bad day, you may need to rethink going out. I have no doubts that some people will disagree with me on this point. You should, of course, be able to go out whenever you want, whatever the dog thinks, but for myself, I would rather my little one not be without her human contacts when the sky is exploding. It probably helps that I don't like fireworks, but even if I did, I'd still pick the dogs over the show.
Some people have had some success with the 'sounds scary' CD things-- basically, a soundtrack of horrifying noises that you put on to gradually desensitise your dog to horrifying noises. Maybe it works better with a better sound system than I have. Habibi can tell the difference between things on the speakers and things exploding in the sky, but you might have better success. You can get these CDs at your vet's, probably.
Some people will tell you that nervous anxiety is not a thing: that you have done something to cause it, that if you ignore the problem it will go away, that no dog is naturally fearful. They are wrong. Don't listen to them. Listen to Holly. Some dogs, just like some people, are more reticent, more reserved, and yes, more fearful than others, and this trait is often amplified in dogs that we have specifically bred to be mistrustful of strangers or abnormal situations, such as the herding and guarding breeds, and Border Collies, so very intelligent, are susceptible. It's alright. It is a thing that has to be managed, yes, and in all my experience there are no better alternatives than good management.
One of the absolute best things you can do for Holly is to enjoy her many strengths. Show her how competent she is. Build up her self-confidence, even if it's just routine tricks and treats. Let her know she's wonderful every day and some of that will stick even on bonfire night. I wish you all the best!