I will concur with Lisa. See a CAAB or a veterinary behaviorist so that your dog can be evaluated and possibly put on medication.
SepAnx is simple to treat, but by no means easy. The sad fact is that many dog owners do not have the time or financial means to handle it because step one is to stop reinforcing his fear. That means that during treatment, the dog cannot be left alone. This means that when you go out, you'll need someone to stay with him.
Please at least consult a good local trainer who can give you a training plan to get started on and who can evaluate whether or not drugs are warranted.