Need Dog training tips please.?

So we adopted an adorable little terrier mix about a month ago. For the most part every thing has been great but i could use a little advise. He is very intelligent and does some baside commands like sit, down, stay, come, shake and rollover. He does them excellently when i am in a quit room with him but when we are outside or there are new people around its like he has no attention span at all, he barley even responds to his name when he is distracted, also when he is out in the yard and i try to get him inside and say come he wont come he just starts running when i come near him, trying to play a game. how can i get him to be more obedient when he is outside, playing, or around new people- distracted. He also has some seperation anxiety. He really hates being lest alone and will bark for a while when we leave him in the kitchen alone. I have tried basically evrything- left radio on, left things with my scent for him and he gets plenty of excersise so thats not really the issue. He is fine when we leave him home alone, but when we leave him in a room alone and he knows were in the house he barks for a while, He is crate trained and i have tried leaving him in the crate when we leave the room but is doesnt seem to work. He is great around other dogs and people and only nips when i comb his tail or rear end. He is about 8 months old and i think he is a yorkipoo, or maybe a wirehaired dachsund mix or affen pincher or maybe a cair terrier mix, he is a little black scrappy 7 pound dog. He is also very skinny for his sixe and could put on a couple pounds. I give him two meals a day- solid gold food mixed with some organic wet food we make. I usuually only leave out the food for about an hour but he barley ever eats all of it. Is there a food that will help him put on weight, maybe white bread or rice or something? so basically 3 issues- 1) when distracted doesnt listen to commands like come and sit etc.. 2) Separation Anxiety when left in a room alone 3) Somewhat under weight. Thanks for your help