The pups were 4 weeks old and the mother was not around???
It sounds to me like you bought a puppy from a very lousy breeder. Did the sire or dam have any titles? Did they have their hips, elbows, heart and eyes certified??
I agree with the vet...an 8 week old pup should be happy to be meeting people, not be shy or afraid (if of sound temperment and good breeding).
You may be in for alot of trouble in the future with this pup.
Get signed up for Puppy Kindergarden classes and as soon as he has had enough vaccinations start going...and keep taking classes.
As far as the leash..put a very light, nylon leash on him. I buy them at the Dollar Store...and let him drag it around the house while you supervise him. Outside...lure him with a treat and encouraging words to you while on leash. He will soon get used to the leash.
Gina