How long has your ex had him? Stability is important. He needs to know his new home is his forever home. When I first brought Tink home from the shelter, she wasn't sure if she was staying or going. Between the 1-1/2 hr ride to our house, the vets the next day, etc.We kept her home for two weeks, no car rides, parks, etc, so she would know she was home. We even limited visitors so she could really get comfortable with her new home before introducing her to a lot of new things. I think once she realizes she is home and safe she will calm down and settle in. Did you leave her at a class or were you there with her? I would not leave her in a new environment like that at first until she gains more confidence it still feels like abandonment. Try taking a class together, she will look to you to see how to behave if she has confidence in you as her pack leader. I think time and consistancy is all that she needs.
Hope this helps.