Forgot to say warm welcome to YT
And your puppy is super cute!
On separation anxiety, that's another thing that requires a lot of training. What you're dealing with is very common. Read up on the below asap to prevent bad behaviours from developing!
For your understanding of it:
The Dog Trainer : Separation Anxiety in Dogs :: Quick and Dirty Tips ?
This is great, on the yo-yo calming exercise and 300 Peck Method:
Managing Your Dog's Separation Anxiety | Karen Pryor Clicker Training