My condolences. We have a "Rocky" as well...and he too is a rescue dog. The folks we got him from were breeders...and he wasn't "breeder" quality. To begin with, they got fucked when they bought him...he was supposed to be pure long-haired chihuahua...he's definitely NOT. He might have some chihuahua in his blood lines, but it's a long way from pure.
This is the sad, pathetic-looking puppy we went to see:
Fast forward a couple of years to this bold adventurer:
He was at the bottom of the "pecking order" in their house...small, underfed, kicked around, and unloved...it took quite a bit to get him past that abuse...but now, he's a wonderful little mutt...with a heart as big as Wyoming.
Hang in their my friend. It will get better in time. The pain will reside and only the good memories will remain.