Dog Anxiety?

So my family just got a dog. He's a yorkie shihtzu mix and when my grandmother leaves, he sits at the garage door (cause she usually goes out in her car) and whines and cries loudly. Its super sad but also very annoying. I let him come in my room and stare out the window and that shuts him up for a minute and I... show more So my family just got a dog. He's a yorkie shihtzu mix and when my grandmother leaves, he sits at the garage door (cause she usually goes out in her car) and whines and cries loudly. Its super sad but also very annoying. I let him come in my room and stare out the window and that shuts him up for a minute and I pet him and talk to him and he sits on my bed with me but then he runs off whining and whimpering again. He only sits with me though. My brother is a little scared of dogs, but he's getting quite used to him and tries to pet him, and my other brother either barely notices him or doesn't care. So I usually am the one he comes to.

Anyways, he's legit crying right now and sometimes he's getting quiet(ish) but its still annoying and sad nonetheless. Any way on how to train him or calm him until she gets back? She can be gone for hours at a time, sometimes a weekend or to, and on Tuesday she has a doctors appointment and my brothers and I have school. My mom doesn't know about him yet, since she's gone now, and I doubt she'll care. But still, what do I do?
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