Star our german shepard started behaving this way too. Her previous owners spoiled her very much and was left outside when they left, we couldn't put her outside so we would leave her indoors and she was fine as long as she wasn't confined to a room. She got lock inside a bathroom once by accident and totally destroyed it and managed to tear up the carpet in the hall way. Now we leave her in her dog bed and she's completely fine. If your dog is small enough you may want to try crating, if you haven't already. Maybe that will work.