Hemp seed oil for anxious dogs – any good?

I have 2 very anxious chihuahuas who suffer terribly with separation anxiety and will bark continuously if they hear any slight noise outside. Their walks are also full of reactivity if they see a dog or a person. Behavioural training has really helped the eldest dog and he is a lot better on walks but not much has changed his anxiety indoors if we go out or if he hears noises. I read somewhere that cold pressed hemp seed oil in their food helps and so I bought some and have just been putting one small pump in their cold pressed dry kibble each day. So far it seems to be working and they seem to be calmer and more sleepy in the day. I just wondered if anyone else has used this and whether it’s worked for their dogs? Thanks