I can sympathise with you as I would have had major problems with my youngest sheltie if he had been my first experience of the breed.
As others have said, it sounds like a lot of the difficulties you are experiencing stem from your pup being confused about your expectations. In my experience, many shelties (and a lot of dogs in general) are very uncomfortable with being physically restrained and stared down, even by people they know well. Potentially this could lead to fear of eye contact so try to avoid doing this if you can. It isn't easy to tell exactly what's happening from a description but I wonder if Oliver is 'shutting down' after your husband reprimands him? Dogs have no concept of remorse or feeling sorry so creeping away and laying down is unfortunatly more likely to be due to a feeling of uneasiness or confusion. Also,men that have deeper, growly voices are more likely to be intimidating to some dogs. It is therefore not likely to be a case of Oliver wanting to dominate you. As a rule, shelties are not a breed where genuine dominance problems are seen. They are far, far more likely to be submissive or fearful - which can bring a different set of training challenges!
Unless he is caught
in the act , telling him off for a misdeneamour after the event will serve no purpose and will only confuse him. 30 seconds later is too late - his mind has already moved on.
With regards the specific problems that you are having, my first question would be what training are you doing with him? An 8 month old pup is like a little sponge and will be learning pretty much all the time. Several short, positive training sessions (5-10 minutes) spaced out during the day teaching him all the useful stuff (sit, down come etc) will pay dividends for his general behaviour and also make him much more receptive to you. It will also tire him out so he won't have as much surplus energy to get into mischief.
Digging - can you prevent him having access to where he is digging, especially on his own? Prevention is better than cure so if he can't dig, he won't. It is entirely possible to train a determined digger that he is permitted to dig but only in a certain place (like his own sandpit.) Lots of people with terriers have had success in this way. If Oliver is digging because he is bored, there are a lot of products like treat balls that will direct his attention in a less destructive way. A kong filled with goodies and frozen kept my boys happy and occupied for several hours and is cheap and simple to do. If you take away his option to dig then it will need to be replaced with some form of alternative occupation rather than leaving a 'void'.
Begging - if he's got a crate, teach him it's a great place to go during mealtimes (kong is a good idea here too). There are plenty of excellent crate training video turorials on YouTube, books and DVDs to give advice about how to make him really happy about his crate. Same rules would apply to a pen or even shutting him behind a barrier while you are eating. BUT he has to see it as a good place to be, not a place of punishment. Never, ever feed him titbits when preparing food or eating either. The 'It's Yer Choice' game that Toffee's Mom mentioned is really excellent.
Excited peeing - difficult to advise without knowing all the circumstances. Get him checked by the vet in case there is any infection. Keep the excitement triggers as far as possible restricted to somewhere where it doesn't matter. (eg. greeting people outdoors or playing games on a easy clean floor surface. )He will be far more likely to grow out of it if a big deal is not being made. Excitement peeing isn't something you can train to stop as it's an involuntary rather than deliberate action so you need to manipulate the circumstances rather than the dog.
Behviour with the other dogs - is he trying to initiate play? My youngster can be very boisterous with the older dogs when he is trying to get them to play with him. He bites, growls and barks at them sometimes, especially if nothing much has happened that day and he has energy to burn. He gets frustrated if they don't respond as they are both seniors so not always up for a game. If that is the case then it's up to me to step in and redirect his attention and energy (a bit of training time) or just seperate him until he cools off because pestering the older dogs isn't appropriate. Often they will play and having the younger dog around keeps them active and fit but they are not always in the mood for his exuberance.
Barking is often an outlet for frustration, especially with shelties. It could be in many kinds of situations (food coming too slowly, not understanding a training excersise, owner not being quick enough getting ready for a walk etc). There are many, many threads on here about dealing with barking for all sorts of reasons.
With any sort of behaviour issue it is necessary to look at why it is happening rather than just trying to modify the behaviour itself. So if Oliver is digging because he is bored, you might be able to stop the digging but if he is still bored he will probably find something else to occupy himself which may be even less acceptable.
You don't need to carry treats around all the time - I have a pot by the door or in a strategic place where I can quickly grab up a few when needed. Treats are however more or less essential to the training process and it isn't really fair to try and train a dog or expect cooperation when there is no reward on offer. My 14 year old still gets a treat for coming to me during a walk. He will come fine without an incentive but it just makes it more enjoyable for him (and he comes a bit quicker when there is food on offer too!) You will gradually reduce the number of times that you need to give a treat (once a behaviour has been learned then intermittant rewarding works much better than consistant for motivation) but to begin with they will be necessary.
Lastly, don't beat yourself up that you are getting it all wrong. I'm guessing everyone who has given advice has 'got it wrong' at some point and that is how we have gained experience. I know I would change more than I would do the same if I had the time with my earlier dogs again and it would still be a culture shock taking on a different breed. Even though two of mine are related and all are shelties they are very different and my interaction with them varies between each dog. Dog training is a rapidly evolving science (?) anyway and probably techniques that are in favour now will need to be modified as our understanding of animal behaviour grows. What we did in the past was appropriate with the knowledge that was available at the time. So long as you are prepared to be open minded and try a flexible training approach then you'll be just fine. The responses you've had are all giving great advice for a starting point so hopefully they will be helpful for you. Please do keep us updated on how you are progressing with Oliver. Folk on here are always happy to talk (type) sheltie and very willing to assist if they can so I'm sure you'll do just fine.
As people have said they don't respond to the deep growl 'No' or 'eheh', it makes them frustrated, you have to show them what you do want them to do. There are plenty of youtube videos out there on games and training with positive reinforcement, I realy like Kikopup and Pam's dog training, helped me immensely!
Epic is a world away from my others in terms of temprement and sometimes it has been demoralising. For instance he was well over a year old before he could sit and let me take more than a couple of tentative steps away - something the others were doing easily at 4 months. But I have also realised that he has qualities they do not. We started agility training last November and his drive and enthusiasm for this is wonderful. He has just turned 2 and maturity over the last 6 months has helped a great deal.