I would not have made a big deal about leaving because both of mine have separation anxiety. They get really upset if I leave or if they even see me getting ready to leave.
I really believe that it's never too late to correct bad habits. You just have to always be consistent and firm. I'm pretty happy with my boys' behavior, but I am always working with them. Yorkies are so smart and they love praise. So, they are usually pretty eager to please. I love working with them and training them, it's a great way to strengthen the bond we have.