When I was studying up on separation anxiety awhile back, I read an interesting article about using your car
as a training tool.
The article said to leave your dog in the car for a few minutes, and then come back and get in your car. Do this over and over again and in different places like parking lots etc. The car is kind of like a safe "den" for them so they do not feel so isolated or alone. You can give treats if you like. At first, do this only for a short time, like a few moments, and then gradually build up the time they can be alone. The article's author said that it really has helped many of her client's dogs who had overall separation anxiety.
***Of course ONLY do this if weather is permitting!!!!! Never leave your dog in a hot car, even with windows open, as temperatures rise FAST and can be deadly to any dog.
Funny, because I did this car "training" with my shy anxious fearful Gracie dog right from the beginning of her adoption because she came to work with me everyday, and most days I had to run errands and had to leave her in the car for a few minutes.
I had no idea that it would help with her anxiety, but it must have because she has no separation anxiety at all now. Did it help? Who knows? But she did used to freak out in the car in the early days. I surmise she worried she was going to be dumped out of the car every time we went for a drive. (She had been rehomed several times before I adopted her)
Lots of panic and panting in the car at first, especially if I left her for a moment. No more!! She will even curl up in a ball and sleep peacefully on the seat if I leave her in there for a bit.
Maybe try this and see if it helps with your dog's separation anxiety? Takes some time and practice, but it is free