I have one dog with separation anxiety and I accidently came across a way to crate the dog without them freaking out when I leave. It is pretty simple.
Since I work from home now, I have crates in my office that I kept for fostering dogs or cats. They are readily available in case of an emergency. The doors are open and beds are in them all ready for visitors. My GSD walked into the crate on his own one day and made himself comfy. He absolutely hates the crate normally and has destroyed 3 in the past. To my surprise of course, he lay in there while I worked. Everyday since that day I invite him into the crate and now I close the door. I do not speak to him and he is located in the back of me, so there is not eye contact. I am treating this like a norm and not making a big deal out of it.
So fast forward to leaving the home. He goes into his crate for a while before I leave. I do not put him into it as I leave, I give him time to settle in and then I leave without saying a word. I come back home, leave him in his crate as he never even knew I left in the first place. After a few minutes (maybe 10) I open the door and still no speaking to him. I treat everything like it's not a big deal and eventually it's not.
So give this a try if you are watching TV, making dinner or anything else if something takes a while to do.
Thunder Shirts by the way is an excellent suggestion as well.