A number of things... first, your breed of dog needs, no, demands a lot of exercise. They cannot be seen as a "house dog". At least one hour of vigorous exercise, usually walking at least once a day, more is better. If you can, use a bicycle to really get him going and keep him going. A tired dog is a good dog.
Secondly... your dog is seeing you as the follower not the leader. In the natural, dogs that follow, never leave the pack leader... the pack leader can leave the followers however. Your dog's sudden rebellion at your departing is the result of you not being an assertive leader and he is displaying anxiety at one of the followers leaving. it could help to get another dog, but it's important that you display the characteristics of a "pack leader". Others may disagree, but I watchedmy father raise dogs and correct bad behavior for years here in the U.S.)
You might want to try placing him in a kennel within the house, but since you say he's not destroying or attacking furniture, etc., that may not be necessary.
Lastly, don't reward the bad behavior by going back in the house to comfort the dog when he displays such behavior. Reward him only when he calms down and acknowledges your leadership.
You might want to read this article:
http://www.dogbreedinfo.com/topdogrules.htm
Best of luck!