I hope Roxy feels better about being alone soon. Having an uninvited and strange person in the house can be scary. And like you said who knows what they said to Roxy. Poor baby!
I have seen that same look (head and tail down) on Teddy and it's so sad! He used to do it when I would get ready to leave, it broke my heart to see him so upset. Like Roxy he wants to go everywhere with me and the fact that he was left behind and put in his crate was unbearable for him. He never barked when I put him in the crate or after I left. I had no idea the barking was going on until I got the letter on my door.
But regardless it's been three days now and the change in him is remarkable. When I go to leave in the morning he now lays down on the floor and chews on his toy. I don't hear a peep out of him. When I come home he's at the door waiting for me when he hears the key in the lock. Aside from some shredded paper off a clementine box and a few teeth marks in my work shoes I haven't had any problems.