Good advice from Lynn. We had pretty bad SA with Remus. He bent the bars of an extra strong dog crate (we had to put padlocks on as the catches weren't aligned)

he destroyed the plastic tray and howled the house down. Happy days!
Do saturation leaving sessions of different times. So put him in his crate and leave for 5 mins, come back toss a treat at the back so he doesn't bolt out. Ignore him until he's calm. Repeat this, varying the times... 5, 7, 5, 2, 10, etc After a while he can't be bothered to get worked up about you going.
Leave the radio on. In the crate an old t-shirt with your smell on. Have you left him a Kong in there? Does he like the crate and go in happily? If not you'll have to make the crate a nice place to be for him.
I always use a firm leaving command - I say 'Back soon!' whenever I go out, whether it's to go to work for 4 hours or to put the rubbish out.
Edit: Neither of mine are in a crate now. They've outdoor kennel+run. No room for 2 crates in the house!