I had a Dane that as far as we can piece her story together was left locked in an empty house when her people moved. She went through a window to get out after several days, I adopted her from someone who caught her wandering the streets.
That dog had SERIOUS separation anxiety. She would break windows in my house and come looking for me. I'd brought her to my job once when I first got her, the first time I left her alone it took her 2 hours to find me, after that it took more like 15 minutes. She'd show up at my friends' houses, refuse to be caught, and keep looking until she found me. I barricaded her in a room with only one window, and put plexiglass in the window so she couldn't break it, she ate the window sill and pulled all the sheets and blankets off the beds, pulled all my clothes off the hangers in the closets, and made a big pile of all my possesions in the middle of the room, then burrowed into them. Her gums were bleeding and full of splinters from the windowsill, and her feet were all bloody where she had tried to claw under the doors. The carpet was shredded (but only under the doors) and the wall under the window was clawed. I put her in a crate and she destroyed it, and injured herself pretty badly trying to get out. I finally screwed a giant hook into the wall, and if I had to leave her I would chain her to the wall with a harness so she couldn't reach the windows. (no, I would not recommend this, but I had run out of ideas)It did work- but the area she could reach was pretty dilapidated by the time we were done. It took a long time for her to believe I would always come home. She finally did get to where she could stay home alone without being confined-she even stopped breaking the windows. After a few years I was even able to kennel her when I went on vacation. Whenever I moved she had to ride back and forth with my belongings, and it made her very anxious until we slept in the new place. She was about 2 when I got her, and she died in my arms after 10 long wonderful years- best dog I ever had.
Does SA exist? It sure does!