Writing quickly as our electric is going off in 12 minutes. So apols for any typos.
Distractions won't work once the dog is already upset. The distraction must be being deployed before the situation arises when the dog is likely to become upset.
The toy box. Start by getting the dog to love having his toy box. It's a big box, full of all kinds of things - his favourite toys, some treats, screwed up newspaper, any and everything, especially things he can chew. Make a big fuss of having it, being excited with him when he gets it and as he finds everything inside it. Do this randomly for a couple of weeks, so that he gets into a frenzy of excited anticipation when you say, "Toy Box!"
Now, occasionally, when you give him his toy box - with all the usual razzamataz - after he's started to get stuck into it, slip out for a couple of minutes.
Build that up. Slowly! And not every time you give him his toy box.
The theory is that he won't notice you go, and once he notices that you're gone, that's a different scenario, not the one that causes the anxiety. And if he does notice that you're gone, well then he has plenty of things to vent his anxiety upon. (Horace used to shred the newspaper.)