Oh, I feel your pain!
Zeus and Apollo are the same way! I guess it's just their pyr nature to try to escape. My guys are great in the house when we're home, which is 90% of the time since hubby is a stay-at-home dad, but we've gone grocery shopping before and came home to a disaster area that once was our home. We left them in a dog proofed room closed off with a baby gate that we thought would do the job (no such luck!) While we were gone, they knocked over potted plants, ripped down blinds, chewed up books, ate entire loaves of bread - plastic bag included! Never again! And we can't leave them in the yard even though we have a 6 foot privacy fence all around. They've tried to dig out under the fence and will look for any weakness in the gate.
So since I don't have the space in my house for 2 jumbo sized crates, we built a 10 foot X 10 foot "containment area" for the boys for when we have to leave them alone. The fence cost less than $200 at petsmart and was really easy to put up. We set up a canapy for shelter from rain or snow, and for now, we have a tarp wrapped around 3 sides to protect them from the cold Michigan wind. In the spring we plan to build a sturdier structure, but it's working for now. The dogs don't mind being in there because they still have room to goof around or go potty. It's also come in handy when we've had picnics in our back yard with guests coming and going through the gate. I didn't have to worry about them escaping and could relax and enjoy myself. It's also nice for rainy days, because I can take them out for potty breaks without having to worry about muddy paws.
Anyway, I'm just babbling now. I'm attaching a picture of the "containment area". Maybe something like this could work for you?