You can find a definition of gun-shy over at The Free Dictionary:
- Afraid of loud noise, such as that of gunfire.
- Extremely distrustful or wary
"Back" indicates that "come here" is to return to "here," and "in" implies that "here" is an enclosed location, or one with discrete borders (e.g., a town). Here's another example (of bad parenting) that I just made up:
[A parent to a child who just went outside]: If you don't come back in here now, you can stay out!