18 week old puppy

Hi, I recently got a 18 week old puppy from a cockapoo breeder. He is sleeping throughout the night and coming around slowly to coming near us, however he is terrified of being outside the back. He will go on walks fine etc but the moment I take him into the back garden to pee or poo he runs to the door crying and jumping up wanting back in. I have tried training him to stop this behaviour but he gets very distressed looking back inside which is becoming a problem for toilet training as he wont take the time to sniff around and relieve himself.
2 of my family members also got 2 from the same litter and both their cockapoos love being outside and are doing well in having no accidents as they are going outside.

How can I help him starting to like outside.
I have teenage kids who have tried distracting him with toys and I even tried feeding himself outside as he loves his food but when outside he has no interest in anything other than howling and whimpering wanting back inside.