Your pup has a nice set of lungs on him and he isn't afraid to use them! Puppy behavior normally includes crying, whining or howling at times and for lots of reasons. Your job is to make sure there isn’t a legitimate reason for the ruckus first.
Is he hungry?
In a genuinely fearful situation?
Has to go out to relieve himself?
Injured or sick?
While your pup does need to learn to spend some time separated from you, I’m personally not into the philosophy that the pup needs to tough it out being alone in situations that could, with a little planning, be less lonely for him. After all, no one gets a dog just to ignore him.
If you go to work, your Sheltie has already had 8 hours of total isolation, which is more than enough alone time.
When it comes to confining your Sheltie while you are home, try setting things up so he can see and hear you, ideally in the same room. A portable exercise pen works well if you put a top on it so they don’t push the panels askew every time they jump up. Natural Puppy behavior is to want to be in the center of things. Sometimes, they can feel lonely and think they are abandoned if there is no one around.
Remember, the purpose of confining him during the day is to keep him safe, and to prevent him from having total run of the house until he is housetrained. He is not to be put in a small crate for hours at a time during the day with little room to move and nothing to do.
He is not to be ignored all day long. He needs to play with you.
At times, he needs to be able to play by himself. A nice raw knuckle bone to chew, and interactive Kong toy, a plush toy to throw around or even a ball are a few ideas. And give him a decent sized area to sleep eat and play.
Reward your Sheltie for good quiet behavior with treats or time out of the pen with you. I try to find times when the pup has settled down, taken a nap for a while and then when he wakes, reward him by taking him out to potty and then playing with me.
The pen for my Sheltie puppies is upstairs in the living/dining/kitchen area. That way, if I’m not actively involved in spending time with the pup, they can see and hear me as I work around the house. Most times they are content with that situation.
At night, putting your Sheltie in a crate or pen in your bedroom close to your bed will be more comforting than in a separate room. Again, normal puppy behavior is to raise the alarm if they feel abandoned.
At this point the small crate just big enough to stand and turn around is fine IF you plan to get up each time the pup wakes and take him out to go potty. If he doesn’t go potty in 5 minutes, return him to bed. Don’t spend time playing with him, or he’ll think 3 AM is time to goof around!
The other option is to give him a small pen with a potty area in addition to his crate, or a large crate you can divide into two areas: sleep and potty. You can decide on the method that best suits you before bringing the pup home.
So let’s say, you are the model owner, giving your Sheltie plenty of play time WITH you and when confined, he is in an area that he can still see and hear you. He has toys to amuse himself in the play area.
He sleeps in your bedroom, close to your bed so he can see, smell and hear you during the night to comfort him.
But there he stands, HOWLING as if his heart is breaking (perhaps while you’re typing a web page on puppy behavior).
If you have a pup that is whining or crying non-stop, for no good reason other than to torture you, try a deep throated “ENOUGH!” to interrupt him. Sometimes that distracts them enough to get that few seconds of good behavior you can reward. Or you can get a hand held ultrasonic noise maker to set off when he cries. But don’t expect more than a minute of success with either of those.
Long term, the best advice I can give… and you will hate me for it…. is to ignore it. Wear ear plugs if you need to, but don’t give in.
As long as you can, in good conscience, know he is fine in all other respects, ignoring behavior you don’t want will eventually extinguish it.
Possibly right before you lose your sanity.
Once he stops for a few minutes, reward the GOOD behavior.
As with everything else to do with puppies, this all takes patience and time.