He can't be left in a room by himself how can I cure his separation anxiety?

I personally couldn't listen to a puppy/dog crying for hours ...heck I probably wouldn't last 15 minutes without giving in :(...But I also did NOT crate train so am just going to throw some stuff out there -

do you know how he was treated in the past by the previous owner ? it seems like if she gave up on it then he knows he can get you to do the same.....and maybe a little more TLC and trying a bigger place for him would help ?

I've read that schedules and consistancy are the key and making it a SAFE secure place he can feel comfortable in and not 'punished' or caged - but like I said - I didn't crate train mine....

Maybe an x pen would give him more room..This could be from his other life, yorkies do not forget too easily I will tell you this..How about closing off your kitchen and try spending time with him and stepping over as often as possible leaving him alone longer each time.. but yet not too fast..
If he was abused he might be insecure.. afraid.. may have lived a lot in a small space..
You can also put belly bands on him that just go in the washer.. once they are wet and after awhile they will go outside more cause they do not like being wet most of the time.. I trained one male this way and it worked..for he was cocking ever second he could. He could sleep in bed with you with a belly band.. and he needs to know he is secure with you..
Hope some of the suggestions help..

When I first got my 4 month old Morkie, he'd bark everytime I went out of his view. I used to keep him in a big play pen in the kitchen ...and the kitchen had a counter that obscured his view from me and made it look like I was headed for the door. So here's what I did, maybe you can try?

I'd get out of view and stand very still to be sure not to make any noise so he thinks i'm gone. The minute he starts barking...I say in a very loud, deep throat voice, "NO!" This has to be of course louder than his barking so he can hear you. Once he heard me say "NO!" he'd be quiet for a little bit and I'd run over and praise and praise and praise. Then...I'd turn around and do it again. I did this for about a week, a few times a day, each time a little bit longer than the last. It's been a month and anytime I leave the house, I'd never hear him bark or whine or whimper. Sometimes, just to be sure, I'd pull the same trick; hide behind the counter and see what he does....not a peep!

Maybe in your situation, you can stand outside the bathroom door and say "NO!" real loud and just wait for him to calm down then open the door really happily and praise him. Rinse...and repeat. :)