Hi Cindy, Welcome to PetTalk, I think you have a wonderful active dog there. I won't give you any advice as I'm low on the totem pole as far as making my two Schnauzer terrors do what they are supposed to do.
Perry our male does have separation anxiety to a degree, but all he does is pull the pillows out of the dog house and put them in the sun so they can lay on them. Good luck with your pup, I'm sure the people on here will have excellent advice for you.
Jackie