Severe Anxiety

I have a new boy we named Darwin. We adopted him in February, so we've had him less than a year, and he's five years old. We're not sure if he's a large toy or a small miniature, since he's only about 8 pounds and doesn't reach the height requirement for miniature standards, but he's also VERY solid and has a much larger head than our other poodle, Arno. Arno's VERY small though - 3.5 lbs - so I'm not sure if he'd be the best way to judge.

Darwin came to us with severe separation anxiety. I know this shouldn't be a huge surprise (I don't know how many owners he's had in the past), but I also know that I'm making it worse because it's my instinct to pick him up and coddle him when he displays certain behaviors. It's so hard not to, but I want to make him feel better and not worse and I know that's not the right way to do it.

- He's left alone with the other two dogs for maybe 2-3 hours at most during the day, but not every day. I work a completely different schedule than my spouse, so it's rare that he's by himself for too long. We crate train. I thought that would be easier and that he might come to view the crate as his safe space. Unfortunately, that hasn't happened. Whenever he sees me getting ready for work, he immediately hides under the bed.

- He cries when I leave. I think he does stop relatively soon, but it's agonizing sounding. Thankfully he hasn't harmed himself or tried to bust out of the crate. I am wondering if he'd be better NOT in the crate, but I'm not sure.

- He steals all my socks. He doesn't eat them, he just holds them. He doesn't want toys and he'll occasionally take a bone, but he'll sniff out a sock and I never know where he gets them from. I think he has access to where all my socks go from the drier or something LOL. He brings them out of nowhere.

- TMI, but he also likes going in my garbage in the bathroom and he removes ALL THE USED TAMPONS. It's so gross. I've since kept my bathroom door CLOSED, because I'm afraid he might swallow one.

- Sometimes he shakes uncontrollably and paws at me until i hold him in my lap. He'll do this with a sock in his mouth and grunting, which sounds weird but is super cute and of course results in exactly what he wants.

- HE LICKS OBSESSIVELY.

- He follows me everywhere. I can't even get up in the middle of the night to get a drink without him following me. He's very attached to me, which doesn't bother me by itself, but I can tell he's suffering too and I don't want him to be so insecure.

I've tried various methods I've found online, like not greeting him too enthusiastically right away and testing coming home and leaving and such, but it doesn't seem to work. Any advice would be greatly appreciated!