I am sorry to hear your baby Corgi is struggling a bit being on his own. Separation anxiety is a common issue and there are a few things you can try at home to help. I encourage you to head to your local vet to discuss these issues The main goal in tackling separation anxiety is teaching him to realise he is safe on his own.
The first thing to try are behaviour modification techniques. These initially involve training your mate to sit, lay down and stay on a mat/bed. Once you have mastered these commands, gradually increase the time intervals that he is to stay on his mat and relax (you can give him food dispensing toys to keep him amused). Initially you will need to stay in the room with him. Once he is managing this you can start to increase the distance you are away from him. Initially you will move away a meter at a time and eventually that distance will involve you leaving the house. With this training it is important to take baby steps and take it very slowly.
It is important to ignore attention seeking behaviours (but not to punish him for them). This includes not punishing him for destructive behaviours as this can increase his level of anxiety. You should reward relaxed/calm behaviours so that he learns this is what is expected of him. Positive reinforcement is the way to go. I would suggest not having anything around him that he can destroy whilst you are away and have lots of different toys for him to play with instead.
Regular daily exercise and enrichment is very important in ensuring your darling is content and able to relax when you are away. Taking him for walks, playing fetch or tug, obedience training, changing up his toys are all ways to ensure you have one happy puppy. It may be worth considering doggie-day-care, dog walker or dog-sitter to give him more interaction with people during the day and more exercise to keep him relaxed.
Finally, it is possible if his anxiety levels are significant he may require medical assistance. This could be as simple as an appeasing pheromone diffuser/collar, or he may require anti-anxiety medications temporarily whilst you embark on behaviour modification. This is obviously something you should discuss with your local vet.
This is a lot of information to take in. Separation anxiety is complicated and does require a lot of patience and persistence. I hope this has been helpful for you and you can help your little mate feel more relaxed on his own.