Poor little Kayko - and even loosing hair. That is soooo sad!
Trust me when I say I am no pro, as Schatzie recently experienced separation anxiety in an unfamilar place a couple weeks ago.
What if you started Kayko out on a this little training exersize? Have Kayko be in a room. You walk out and close the door behind you with Kayko inside. After a minute or two, go back into the room where Kayko is and offer a small little treat. Continue this over and over again so he can begin to realize that "when Mommy leaves me alone it's ok as she comes back". Im not saying this will work, but maybe it's worth a shot ?!?
Or you have other fur babies, what if you leave Kayko with one of them while you do this exersize so Kayko can find comfort with the other pet (s).
Or maybe offer a "special" chew toy, one that Kayko only gets when you have to leave him alone.