Oh...that was an interesting story.
I am not a betta fish expert (I only have one, and it's my first one), but from what I've noticed with my betta, I think your betta should start being less afraid/shy after a while.
I know it's not the exact same situation, but I was thinking about how my betta fish was mad at me for two weeks (I accidentally hurt him). He wouldn't really do his "fishy dance" at me, and he'd flare at me any time I got close. He finally loosened up a bit after two weeks (less flaring), and now (maybe a couple more weeks later) we're back to the "fishy dance" stage.
So, your betta fish probably just needs a little bit of time to adjust/loosen up to you and his new home!
(I hope that helped!)