Hi, sounds like you have your hands full!
It's really hard to give training advice over the net when there are so many issues to address, the way I see it you have two options.
One you get in touch with a good behaviourist [your vet should be able to recommend one], they can be expensive but if you get a good one they're worth their weight in gold!
Two, read up on one training technique and stick to it. You could try clicker training as he's a terrier he should pick it up quickly. You will be trying to train calm behaviour.
The main thing is to be consistent.
Lisa x