but I'd think to wrap a scarf or blanket around the head of your pet to dampen the noise and keep them close to you or in your bed to reduce the harm.
That's not doing the job. But I admit you are indeed able to reduce the noise with ANC headphones attached to the dog. (Did this and seemed to do the job.)
But that's not the point. I shouldn't be forced to do that in the first place.
but most public firework shows are opt-in
This could be a solution (banning private fireworks at the same time), but ignoring the fact fireworks not only harm pets but animals in the wild too.
you can start your own HOA
Snarky.