I would advise seeking advice from a professional, qualified, behaviourist. Have a look on the APBC to see if there's one near you and if you have insurance, check, because some companies will cover a certain amount of behavioural consultations.
In the meantime, buy yourself a clicker and have a go at some fun clicker training exercises with them. Kikopup (who also has a YouTube channel) has lots of really useful, short, clicker training videos. Clicker training makes the dogs think for themselves and is therefore often more exhausting than exercise. That said, your dogs still need plenty of exercise as well, as Booboostoo explained above.
I'd agree with the trying adaptil DAP diffuser and you might want to give a Thundershirt a try as well, as they are 100% returnable if they don't work. (Pets at Home sell them and honour the money back guarantee.)
I can recommend this book by Nicole Wilde for helping you understand the causes and treatments for Separation Anxiety.
You will need to gradually desensitise your dogs to signs that you are about to go out, as their anxiety will start building as soon as you give so much as a hint that you are leaving. This entails doing things like randomly picking up your keys and putting on your coat then sitting down and having a coffee, before taking it off again and putting your keys away. Desensitising them to you touching, then going through your usual exit etc. You will need to do lots of this over several weeks for it to be effective.
I would also leave them with stuffed, frozen, kongs (I use a mix of my dogs' usual kibble and tinned sardines) and/or treat dispensing toys like a treat ball or kong wobbler.
I have recently come across Pet Remedy which is a relaxing/calming aromatherapy spray for dogs. I bought the small 15ml bottle to try it out on my highly strung Lurcher pup and it really seemed to help, so I have now bough the larger spray.