Sasha could be suffering from separation anxiety. My dog Kelsie does the same thing. When she was younger it was worse. Everytime you left she would get emotionly upset, whinning, cryng, trying to get out. Kelsie is also terrified of loud noises especially thunder. If it looks like its going to storm she wants out(outside dog) of the fence and in the house but if your not careful she'll run off. When she was younger she would hide in her house but now she wants in ours. She gets worse as she gets older.