I too have a rescue Yorkie (mix-he's a Schnorkie) whom has separation anxiety, among many other issues-rescues are hard-I never shame people for shying away from them, neither should anyone whom doesn't know you can get a really messed up bundle of love-they are worth all the hard work, but the hard work is NOT for everyone! After MUCH trial and error here's what I found through research (hours and hours) and what also actually worked for us...
1. Mellow Mut by Dogswell Use this in conjunction with #2 & 2 1/2
MELLOW MUTŪ It is homeopathic, organic and the chicken is free range-plus it is the cheapest safe alternative. Scoobers ate an entire bag by accident) I called the vet they said to make sure he gets plenty of water, eats like normal and then laughed and suggested I put on some cartoons for him-too much will only literally make them "stoned" like from the chamomile in it.
2. GET A PLAY YARD-NORTH STATES SUPERYARD XT~ 6-PANEL PLAY YARD BABY GATE is an inexpensive one you can find at Costco, Target or online and is just as comparable to expensive ones specifically for dogs-I also like these on eBay-search soft play yard for-Pet Dog Cat In/Outdoor Tent Soft Exercise Pen Play Yard- they have them in green, pink, blue and red...but they can be escaped from with relative ease for some dogs.
2 1/2. GET A CRATE, if the play yard fails get a crate-sorry for those who don't like them but safety can be a serious issue for dogs with separation anxiety-they can harm themselves scratching, biting at the door, or just running around frantically, etc. Make sure the crate is SUPER LARGE-often being in a smaller area eases anxiety as it creates a den although, I would really recommend a play over a crate if you can though. Crates can be a cage for a dog that is not accustomed to them-but they are much safer for dogs whom escape play yard and have anxiety issues. Make sure you get a really super comfy pad for the crate, but again if you have potty issues a play yard would be best as you can fit a potty pad (even news paper) in a play yard better than a crate.
3. In conjunction with the above, consult a behaviorist-I also love to watch Cesar Milan and Victoria Stilwell, ( I know cheesy right but hey they're on national TV so you can watch them too, and if I quoted the behaviorist I worked with here you'd be like who huh?) but they both leave out the above advice in specifics, like they touch on medication not SAFE alternatives and they show themselves using play yards and crates but when questioned they only talk about behavioral adjustment practices...
Dogs with Separation Anxiety, Ask Victoria Stilwell : Animal Planet 5 Tips for Separation Anxiety | www.cesarsway.com