Your Lhasa seems to think that he's in charge of the house! Training him will really help. Call some local obedience schools and tell them the problem with your Lhasa. Many trainers are experienced with these problems, and would be willing to help. Maybe they even have private lessons if you're afraid of him around other dogs.

As for your Eskie, she's just a typical puppy! It's very important to start training her now though, so she'll be well behaved when she's older. You could take her to a beginner obedience course or puppy kindergarden, or train her yourself. If you go to training school with your Lhasa then you could just train your Eskie at home using what the trainer taught you.

Do you have a crate for her? It might be a good idea for her while she's in the 'destructive' stage of her puppyhood. Make sure she is exercised before you crate her though. Exercise is very important for a well behaved dog.