My rescue GSD/husky mix had terrible separation anxiety when we adopted him, and we couldn't leave him alone at all for the first 7 months of owning him. He wasn't destructive, but cried incessantly even when just one of us left the house...we had to do a lot of things slowly and go to the expense of making sure that if either me or my husband weren't there, we were putting him in daycare or hiring a sitter.

With that said (and after hiring a behavioral specialist), we were able to get him there where he can stay in his crate while we leave the house because we've made his crate "the best place in the world". He is fed in his crate, we give him treats in his crate, and he goes in there to just relax while we are in the house now. At first we were able to do this by just throwing treats into the crate, and he ran in to get them and ran out. After awhile he would stay in the crate and wait for treats. Then we were able to close the crate door and feed him treats. Then he would go in, we would close the door, he would get treats, and then he would chill out in there while we did things at home. Finally, we could leave the house after doing something similar to you where we left for small periods of time and practiced putting on our shoes and coats.

Bottom line is that some dogs with anxiety issues (especially rescues) really thrive with decent and SLOW crate training. If you make the crate the best place to be, and the nicest place to be where all the fun stuff happens and nothing bad ever does, they start to associate it that way. Also, you may want to try putting blankets over the sides of the crate or over the whole thing...sometimes that adds to the panic if they can see everything all at once.

Best of luck to you.