Harrison.... or should I say "Houdini"

Since we got our dog, Harrison, he has been wonderful. He is very well behaved and has had hardly any accidents, he never chews on furniture, he obeys commands (mostly), and is great with his leash on our walks. However this past weekend he discovered his inner Houdini and will not stay in his kennel. He follows me everywhere and is even hesitant to leave the room to follow Joe. At first I didn't mind but now it is a big problem! His separation anxiety seems to just be getting worse. He doesn't want to go in his kennel so we got him a Kong and put peanut butter in it when we leave. Well he eats all the peanut butter and then he really freaks out. He was in his kennel for 3 hours when we went to the New Mexico State Fair and he seemed to do fine. Last weekend when we went to Roswell he somehow got out while we were gone (we figured that we hadn't locked it properly). I had to get my hair done today and so I put him in there and was gone a lot longer and expected and who was there to greet me at the door when I came home? Houdini himself. He somehow gets the top latch undone and squeezes his body through what little opening there is in the door. On top of this he salivates profusely, which I recently learned is a sign of intense anxiety in dogs. Not only that... but half of his beef bone is completely missing. We are hoping he didn't eat it, but who knows. So there you have it. On the bright side, he didn't have an accident or tear anything up when he got out. He didn't even get on the bed. The first couple times he was out he trampled the house, had an accident in the bathroom, and tore up the trash. This time, nothing. I am wondering if

A) he can now be left out alone

B)if he was just so relieved to be out of the kennel that he didn't stress about being alone and forgot to terrorize the apartment

or

C) he had just escaped and didn't have time to mess anything up before I answered the door.

I don't know who has time to properly kennel a dog...but if you do then come on over. I know several strategies to use to get him used to it, but if they don't work then we are kind of up you know what creek without a paddle because he can escape!

I did invest in a 100% money back guarantee Thundershirt that is supposed to help with dogs that have high anxiety issues. If that doesn't work.. we might have to get medication. Any advice would be much appreciated if you have had to deal with a Houdini like us.

From all of this, I have learned one valuable lesson. Although I do like Harrison, I am totally a cat person. I never thought I'd say it, but now that I have experienced both animals I am all for cats.