Welcome to Yorkietalk. I'm so glad she's found a good home. One thing I read on seperation anxiety is to leave for very short periods, you know go outside, stay a minute, come back in, gradually increasing and decreasing time periods, so that they learn you will come back. Right now she's still getting use to you and the cat, so she's probably more anxious. Here a good article on separation anxiety and some tips to use.
Separation Anxiety in Dogs