You could try Rescue Remedy.
Have you tried desensitizing him? When does he start to get anxious, does he know as soon as you put shoes on or grab the keys or whatever? If he starts getting anxious with even that then you can get ready like you're going to go somewhere, but then just go back to whatever you were doing before. Wait for him to calm down then take your shoes off, put the keys away, etc. Do that 10-15x per day until he stops getting anxious about it. Probably take a week or two. At that point, get ready to go and walk out the front door. Then walk right back in. Do that until he stops getting anxious. Then start gradually increasing the amount of time you are outside the house, by about 1 minute at a time until he is good with 10 minutes. Then increase another 5 minutes at a time. Don't increase until he's good with the current duration and not anxious.
Having a crate might really help him. He'd have a safe spot to lay and wait for you. First make the crate positive by giving him treats there, even feeding him there, having him sleep there, etc. Crates are nice calm, happy places.
Have you tried desensitizing him? When does he start to get anxious, does he know as soon as you put shoes on or grab the keys or whatever? If he starts getting anxious with even that then you can get ready like you're going to go somewhere, but then just go back to whatever you were doing before. Wait for him to calm down then take your shoes off, put the keys away, etc. Do that 10-15x per day until he stops getting anxious about it. Probably take a week or two. At that point, get ready to go and walk out the front door. Then walk right back in. Do that until he stops getting anxious. Then start gradually increasing the amount of time you are outside the house, by about 1 minute at a time until he is good with 10 minutes. Then increase another 5 minutes at a time. Don't increase until he's good with the current duration and not anxious.
Having a crate might really help him. He'd have a safe spot to lay and wait for you. First make the crate positive by giving him treats there, even feeding him there, having him sleep there, etc. Crates are nice calm, happy places.