Children respond more to your attitude (your feelings) than you might be aware of.
Obviously, helping him gain confidence is going to be a long term process,
This isn't something you should be thinking of. You are pushing the chance it is going to be a long term process towards that outcome. Focus on the chance things change quickly for the better and have confidence.
But make sure that YOU (yourself, your ego and your drama) are not involved in deciding what is for the better. By that I mean: if this is his process of growing up (building his own confidence), and there is nothing extraordinary for a child to be shy, and your case might not be extraordinary either, and he will get there on his own, let him do this himself.
The less you are involved in the outcome, the more he did things himself, the more confidence he can have in himself, as he did it himself.
Literally, self-confidence is having confidence in yourself. If you guide him through things, you take away his chance of doing things himself. The part of him in the process lessens, and the possible self-confidence built up by him as a result lessens as well.
If he requires it to be a long term process, because he needs to decide whether he can have confidence or not, than so it is. You can only help by showing him that you are confident in things yourself, so he can use that to conclude himself, that he can have confidence in whatever it is he is going to be confident of.