Welcome to Yorkie Talk. Separation anxiety can be difficult. Keep up with the training for leaving for short periods -- starting with 5 minutes. Use keywords and phrases like, "We'll be RIGHT back," or we'll be back in a few minutes. It's amazing how many words these little guys can learn.
Also, if it is safe, try giving him a small room instead of the crate. Was he crate trained before? That might be part of the anxiety.
Give him a comfy bed and a tshirt you have worn with your scent on it (if he isn't a chewer).
A calming pheromone scent diffuser helped my friend's dog overcome separation anxiety:
Comfort Zone Diffuser with D.A.P. for Dogs at PETCO
You can also try a Thundershirt:
Thundershirt | The Best Dog Anxiety Treatment