Puppy cries only after waking up while being alone

Hello! Our 14 weeks old puppy (mini daschund, we got him at 8,5 weeks) is having an issue with being alone, but only if he wakes up from a nap. He has his own little safe space /playpen that is always open/ in our puppy proofed living room, and when we leave him there alone, most of the times he goes to his bed and falls asleep (we have camera there, sometimes he whines for a minute or two, but then falls asleep). The problem is, when he wakes up – after 1,5-2 hours – he starts crying and barking. Also, I would say he is pretty much potty trained, but he only pees or poops when he is left alone like that… I’m scared that he is developping separation anxiety, but I find weird that he is able to self sooth the moment we leave him and only starts panicking after waking up. Also for the last three days, it seems that he is able to self sooth even after some barking after waking up. I see on the camera that he stops barking and go to his bed and plays with toys, but then the barking starts again. We train leaving him every day (I dissapear, than come back and praise him for staying calm). Also before you ask – yes we trained crating, but we found out that he will only self sooth when free roaming the room. When we left him in a closed crate / play pen, he was able to bark for an hour. However at night he sleeps in his crate next to our bed just fine. So – any ideas what can we do to teach him to stay calm even after waking up?