This could be not just a case of a student having struggled with badly graded listening texts in school, exams or self-study materials, but even of a whole national myth that people from their country find listening to English difficult. Whatever the reason, before you can build up their skills they need their confidence back. The easiest solution is just to use much easier texts, perhaps using them mainly as a prompt to discussion or grammar presentations to stop them feeling patronized. You can disguise other easy listening comprehension tasks as pronunciation work on linked speech etc. in the same way.
7. They have a mental block