
Other dogs rarely make any difference to a dog with separation anxiety - this year I've been working through a program with all of mine, about half had it. Now I can leave 7 but Linc is still a problem, but the others relaxing makes no difference.
What does he have to do when he's not in the room with you? Filled kongs, that sort of thing?
You need to train him to relax when you are not with him and this needs to be done gradually - get yourself a copy of 'Treating Separation Anxiety' by Marlena DeMartini-Price. Excellent book by a behaviourist who only deals with SA cases, easy to follow steps. Only about £6 in e-book format and you can get a Kindle app for the computer if you haven't got a suitable handheld device.
Whatever you do, do not put any sort of punishing collar on him, it will NOT help - it WILL make things worse. Also, any of these collars are designed for barking - constant noise such as whining may either not set them off, or will set them off all the time. And noises from the other dogs or other sources can also set them off so he could get punished when he isn't making any noise. All-round bad idea.