I absolutely agree with burning out the dog's energy. I love to wear Wally out.
Just an example,
Yesterday, I made him chase me around (actually him running around and me just getting in his way sometimes and then running away and getting him to really into whatever you'd call this) then I would stop suddenly, which made him stop suddenly. I throw a cue at him while he's panting and still wound up. This time lie down because of still working on replacing that with the cool way to lie down. If he did it correctly, we keep playing. Otherwise, mini-training until he got it right, then keep playing. Usually takes him just a few tries to do the correct lie down - hold it for a few seconds then back to the game.
Then I'd get him going again (this time with a proper chase game) and repeat that cycle until we're both panting.
Oh, but then we have to walk home, so it's a brisk walk home - while again doing some commands and practice with his default behavior and staying in position with me. For this, I'm totally quiet - so it's all on him to figure out what to do and when to do it.
Then when we got back home, it was the rapid-fire training. Got some leftover hamburger out that I was saving for him and trained him with that, going through sit, stay, stand, here (recall), up (standing on hand legs and holding it), and walk (standing on hand legs then taking a few steps to get the food), and few of him figuring out what I want on his own. Threw these at him FAST. It was cue, praise, chomp hamburger, next cue. Then I started putting two or three of them together - all fast. He probably could have killed me when I cued "Up, lie down, up, lie down, up, walk" all for one bit of hamburger
THEN after that, I hit some fish sticks and french fries under his bed covers, so he had to sniff them out to get them. He got five of them (hid six), he couldn't even muster up a sniff to find the sixth one. He just laid down, sighed, and had to rest. Soon after, he drifted off to sleep and I could hear him sleep-barking about 10 minutes later.
I usually do this at least twice a day with some burst physical activity then heavy mental activity, or a long brisk walk (good for us both) and then training/mental games once back inside. The high-paced running type activities have training components in them as well.
I have no problem keeping Wally calm during the down time - don't even need a cue him to do anything (though I usually tell him "on your spot" so he can rest on his comfortable bed). Sometimes, though, he'll want to curl up the floor next to me after lying on his bed a little while. I don't mind, of course, just wonder why he'd give up his nice bed to lie on the floor
As far as the shaking and crying, DON'T be harsh with him. That's just going to either make it worse or suppress him and I don't believe in that. He's trying to communicate something to you. He could be bored but not knowing what to do. I don't have a problem with training him in that state. If he'll listen and follow cues, then at least his head is clear enough to still be connected to you. You can work with that, but you do have to train him, and, I would train some movement cues like practicing recall or just playing a game of hide-n-seek. Movement and mental challenge all in one.