Simple steps to behavior modification are usually effective, and in extreme cases, inexpensive medication, and adequate adjustment time, generally resolve most cases of anxiety. In cases where medication is necessary it can usually be discontinued gradually as the dog adjusts to it's new environment. Medication should only be considered in extreme situations, and only when prescribed by a Veterinarian. Unless the dog comes to rescue with anxiety issues this problem is temporary, and with proper guidance can be resolved in a matter of weeks. In these cases we strongly recommend formal, positive reinforcement, obedience training.
Obedience training provides structure, and again, consistency.
Digging, barking and escaping, are common symptoms of boredom. Dogs are by nature pack animals, and require companionship. Some dogs are very submissive by nature. Submissive urination, is generally easy to correct by simply not fussing over the dog when arriving home. Make homecoming a matter of fact event, and ignore exuberant greeting behavior for 15 to 20 minutes.