If the e-collar setting was on the lowest, it is not shocking, but merely buzzing or vibrating, so nothing that could have harmed the dog.
Does he have a toy he loves above all? If so, use it every time as a reward. And also use it during walks to get his attention every time you want him to come to you (deer, other people, other dogs etc.). But don't let him have it al gusto, just a very special reward when interacting with you the right way.
The important thing is to be consistent, you can also train him at home, every day about 10-20 minutes, depending on his ability to concentrate.