How can i sort my dog out, who has separation anxiety?

My 3 year old labradoodle male has had separation anxiety since we got him 2yrs ago and he cant be left alone at all! we pretty much tried everything, he got out of a metal cadge opened all the doors and nearly got out a window, he can chew anything and i mean everythin, he just goes crazy when we leave him, we have tried leavin tv on but dont help and tried use a plug in calm thing but still no help, i just dont know what to do with him now..?