I think he needs a bit of time to adjust. He has always been sleeping with his littermate and his mom. He hasn't been alone. The first night, he was just exhausted from all the excited and nerves and changes.

No chance Duke wants to stay in with him, eh? Nah, he doesn't want to do the 8 hour babysitter thing.

If he is using the litterbox, then I wouldn't make a big deal about taking him out for potty breaks at night. For his size, he may never be able to go all night without a potty break, so let him know he uses the box at night times.

And yes, he needs to learn he stays all night without cries bringing company and play time.

I do not think he is anxious away from you at night; but from his former doggie family.

Good luck.