I have read of people that use a belly band, so when they lift their leg, the wet goes on the band, after a few times of realizing that they are not leaving a mark they may stop doing this. If it were me I would say NO! when I see him lifting and distract with something else or take him outside.
I leave the radio on, also if you leave for a few minutes and come back, this helps them realize you will be coming back soon. I saw an episode of dog Whisperer, where they worked with a dog that cried loudly when the owner was gone, so maybe you can look it up on you tube? or rent it?
Good luck
