We have this same problem with Emma. We also hired a behaviorist and are working with Emma on her issues. It has improved, but we are nowhere where we need to be with this. Baby steps. I am not writing to tell you that we've solved it, but more to let you know you're not alone in this! I understand exactly where you're coming from! It makes me feel better to know there are others out there that have this problem too!
Here is a little more on our story and what we've tried:
We have tried a couple of ultra-sonic noise making collars and other devices (no shock collars!!!!) and they don't really work if she's that upset. She has Xanax for dogs for long periods of time that we need to leave her, but I think the dose is too low, and it doesn't do anything for her. And, I don't like giving her drugs unless I absolutely have to.
I haven't found a citronella collar that is small enough for a yorkie yet. Plus, they're REALLY expensive, and if they don't work, you're out a couple hundred bucks!
I've tried toys-including the heat up snuggle puppy and chewing toys, Clothes that smell like us, the bedroom door open or closed, a CD or the radio, at different volumes, a crate, and xpen, leaving her unconfined, numerous treats, EVERYTHING. And...it's the behavior that we have to fix.
We have a routine with her for when we leave, which includes an xpen, peanut butter, a kong, a buster cube, a baby einstein CD, treats, a bark collar (noise, no shock), and lights. I don't know if it works completely, but at least we can both go to work in the morning. She has mostly accepted that.
If we have plans on the weekend or in the evenings after work, we have take her with us, or find someone to watch her or take her to doggie daycare. She will completely freak out for hours on end if we aren't home with her at night and on the weekends. She CAN tell time, and she CAN tell what day it is-by the activity of other people in the building.
We're really stressed out about it too, and we live in a condo with the worlds most crotchity, ornery, cranky, busybody, troublemaker of an old lady you've ever met below us, and she complains all the time. She's the ONLY one who can hear Emma bark, and the only one that complains about her or anything else in our building. She has even gone so far in the past to write notes in RED SHARPIE in caps and leave them on our door, as if on display for all of our other neighbors to see. She is on our association board, and wrote a letter to the association manager and to the developer that we're renting our unit from. We didn't know she wrote it until our landlord asked us about it. My husband is an attorney, and wrote a great zinger of a letter back to the association and to her regarding her attitude, her silly complaints, and her overall personality that wants to cause trouble for others.
See? There I go...I get so upset by it. We're looking to buy a house to get out of here, and meanwhile have just been trying to get by here for the next few months. At least in a house, we will have a yard to exercise Emma, and won't have anyone sharing walls with us. It will be easier to work on solving her issues without worrying about neighbors-right now we're just managing and dealing with the symptoms and not the whole problem.
We are also looking to get another yorkie. The behaviorist said that wouldn't cure it, that the issue is human contact that Emma gets so upset that she's missing. We do believe that if Emma had a playmate, it would occupy her time, so that she'd have less time to worry about us and when we were coming home. Plus...we just want two yorkies!
You could try some of the things we have-maybe something will work for you. If you have other ideas for us to try, I'd love to hear them! Please keep in touch-it's great to have support from someone else who's going through the same things as we are. Let us know how you're doing with this, and what things work and don't work!