Puppy panic

Working from home for the foreseeable future, so seemed like as good a time as any to get a pup.

I've had her for 10 days and she is a little over 8 weeks old. I set up a play pen area (DIY, with PVC and old bed sheets) that my "office" is in as well. Any time I step out or confine her in any room where she is locked in, she panics and cries and cries and sometimes pees and will try anything to escape. I try to wait for her to stop and lay down and then give a treat, but as soon as I step away it starts up again.

I want to figure out how to both stop her from jumping up on her hind legs to look over the play pen as well as enable to her be calm when separated. Any advice? Link to fairly mild example below.


Thanks,
John