Lexie was like this too, EXACTLY like this...so I started to crate train her from the advise of my trainer, the lovely people of YT, and the vet. Well, I thought I was doing her a GREAT favor by buying her a big crate...but she would POOP from one end to the other and SCREAM like that too. So I went out to Walmart, bought the smallest crate they make for $15, and I had her start sleeping in it with the crate on my bed. I covered it with a blanket too. If she cried I would stick my fingers in there to let her know that I'm with her. I sleep with my TV on (I set the sleep timer). Long story short, I put her in her crate before I leave, shut all the curtains, etc., cover her crate, and put the TV on with the timer for 1 hour, and leave. She doesn't scream anymore because she probably thinks I'm just taking a nap or something.
Either way it works WONDERFULLY!!! I would totally and completely suggest it to anyone with seperation issues like Lexie had.
Good luck!!