My dog has separation anxiety, he stays up all night screaming and sometimes destroys metal crates. We have tried shock collars and the noise to get him to stop screaming all night but it doesn't work. We need to find a solution soon or we will have to get rid of him.

Why separation anxiety? Where does he sleep?

Screaming??

Shock collar?? I'd scream too.

Shock collars for separation anxiety?
How long has this been going on? How old is he?
What kind of dog is he? How long have you actually had him?
A few more details would be helpful, please tell us more about the situation, the dog, his daily routine, your routine, what you've tried, other than shock collars.
If I were being shocked while I was in what should be my safe spot or den I would scream to get out too.

Its partial separation anxiety and some of it is just him being upset. He is a german short haired pointer, we got him a baby and he is about 4 now. He has screamed every time we put him in a crate whether its because we are leaving or he did something very bad. We just recently moved into a new house and his crate is outside on the porch with our other 2 dogs. They are the same breed, one is about 3 and the other is about 7. we spend time with all of the dogs for a good amount of time when we are home after work. They are outside all the time and have a big fenced in yard for them to play in and we put them in crates when we go to bed and when no on is home. He has always screamed when he is away from people. And he sometimes screams to get what he wants because we have put him in the house in a crate just to get him to stop screaming. We have has neighbors complain before and it can't keep happening or we will have to get rid of him.

http://www.marvistavet.com/html/body_separation_anxiety.html

Here is some interesting things about separation anxiety.
Did you have this problem before the move?
If not it is likely related to the move into a new house.
GSP are by nature "high strung" and need lots of exercise not just running around in the yard, but exercise and time with you.
Are the porch sleeping arrangements new also, for some reason? Perhaps not enough space to kennel three dogs.
They are bred for hunting, does he hunt and get that time to "work"?
There are others members that are much better with retraining issues than I, I'm sure they will be along, until then the more info you have to offer the easier it will be for them to get the big picture.
Whatever is going on in his head, he is obviously unhappy about something.
You did say that you have put him in at night, does that quiet him?
Is there a reason he can't stay in at night even if it is in his crate?

Separation Anxiety (http://www.marvistavet.com/html/body_separation_anxiety.html)

Here is some interesting things about separation anxiety.
Did you have this problem before the move?
If not it is likely related to the move into a new house.
GSP are by nature "high strung" and need lots of exercise not just running around in the yard, but exercise and time with you.
Are the porch sleeping arrangements new also, for some reason? perhaps not enough space to kennel three dogs.
They are bred for hunting, does he hunt and get that time to "work"?
There are others members that are much better with retraining issues than I, I'm sure they will be along, until then the more info you have to offer the easier it will be for them to get the big picture.
Whatever is going on in his head, he is obviously unhappy about something.
You did say that you have put him in at night, does that quiet him?
Is there a reason he can't stay in at night even if it is in his crate?

Yes we have had this problem since he was a baby but it has never been this bad. He does have the excerise, he plays with the other dogs all day long. He does not hunt because he is gun shy.
And he is put in the crate at night so he doesn't destroy anything when we are not around because we will go to sleep. The porch is rather big so there is definetaly enough room for three dogs. And we don't want the dogs inside the house, and it doesn't seem fair to put him inside just because he screams when the other two dogs are OK with being on the porch.

But he already proven himself to be different than your other two.
By exercise I mean a long vigorous walk or run in the evening, I've watched my dogs in the yard, they do anything but play and run. They sun, they nap, they lie in the shade.
You can't explain to him why he needs to stay on the porch with the other two any more than you could explain to the other two why he could stay in at night, he is an individual and must be considered as such.
If he has always been this way, but is now worse then the move probably just exacerbated the problem. Have you discussed medications with your vet, I'm not usually one to say "give him a pill" but there are medications that can help with these things, IF the problem can't be resolved.
You say he is gun-shy, could he be defined as being a "jumpy" dog?
Afraid of loud sounds, quick movements?
And the other two hunt?

But he already proven himself to be different than your other two.
By exercise I mean a long vigorous walk or run in the evening, I've watched my dogs in the yard, they do anything but play and run. They sun, they nap, they lie in the shade.
You can't explain to him why he needs to stay on the porch with the other two any more than you could explain to the other two why he could stay in at night, he is an individual and must be considered as such.
If he has always been this way, but is now worse then the move probably just exacerbated the problem. Have you discussed medications with your vet, I'm not usually one to say "give him a pill" but there are medications that can help with these things, IF the problem can't be resolved.
You say he is gun-shy, could he be defined as being a "jumpy" dog?
Afraid of loud sounds, quick movements?
And the other two hunt?

We have tried giving him anti-deppressent pills but it didn't seem to have an effect. Do you know of any other medications?
No not so much jumpy, he never used to be gun shy but this past year he seemed to be very afraid and wouldn't leave our side when a shot went off. The years before that he would run around with the other dogs and try to look for birds, and he was always OK with the gun shots. Now gun shots seem to be the only thing that bothers him and makes him freak out.
And no the other dogs do not hunt.

he has screamed every time we put him in a crate wether its because we are leaving or he did something very bad
His crate is his den and his safe place. It shouldn't be a place to be put into when he is bad. It would make him hate his crate and not want to go there.

By screaming, do you mean howling?

His crate is his den and his safe place. It shouldn't be a place to be put into when he is bad. It would make him hate his crate and not want to go there.

By screaming, do you mean howling?

Yes, when we used to put him in his crate when he was bad we were not aware that is should be a safe place and the past year or so he has only been in it when we are not home or when we go to bed. But he still screams.

By screaming, I mean whining,barking, and he also makes a very unusual noise... it almost sounds like a baboon. We have asked our vet and he has no idea what the noise is and no one has ever heard something like it. Its very obnoxious and not common at all.

I think I can tell that you really don't want to rehome your dog.
However, you must appease your neighbors somehow. I think the recent move has simply exacerbated what was already a problem.
How do you react when he starts up the crying? For some it doesn't matter if the attention is positive or negative that's what they wanted, the attention. When he starts the crying you ignore it.
Get him some interactive toys like kongs so he can gain more confidence in himself and learn that he is not dependent on you for entertainment. And there is a treat involved. Monitor him though, I've actually known dogs that can chew those things up into pieces, but for the most part they are pretty safe.
Are there cues as to when you are leaving for work or wherever? Like a work uniform or your keys or purse in your hand? If so you need to desensitize him to these cues, when you are home during the day walk to where they are with your keys and purse just like you are leaving for the day, go back into the house and then return in a few minutes.
When you do leave for the day, leave quietly don't make a fuss and give him hugs.
When you return, same thing, no fuss in fact ignore him for a few minutes.
Make sure he has his favorite things in his crate while you are gone (that is granted he doesn't ingest things he shouldn't) and when you are home during the day encourage him to stay in his crate for a few minutes at a time, let him out when he is being quiet and calm.
I would also increase his exercise and take him for a long walk before bedtime.
I don't think you should necessarily increase your time and attention other than the walks, this may just lead to more dependency and clinging.
But you should increase your training with him even if it is just simple things like sit, wait, stay. You need to be his leader, he can't run the show.
As far as the neighbors go, if him crying on the porch all night is a problem, then I see where you have little choice but to put him inside at night until this behavior is corrected.
It won't be easy and will be a lot of work on your part.
I'm not sure what he was taking before (anti-depressant? Prozac?) there are some additional options available, but just like with people they may or may not be effective.
They should be used in conjunction with behavior modification or as a last resort, still worth talking to your vet about again.
I have no experience with these, but there are pheromone collars, I don't know if they help or not but it may be something to look into.
Sorry this got so long, tried to cover everything, but I'm sure there is something that I overlooked.

Have you tried putting him on a Long chain or runner in the yard when you leave or go to bed instead of the cage? I am wondering if he actually has separation anxiety or if he just plain HATES the cage.

While he does seem to hate his cage, he is only in it when the owners are gone. It stands to reason that he is anxious in his cage because he knows this is the time his owners are not around or unavailable to him at night.
I am a firm believer in not chaining or tying a dog, and especially a dog who is high strung and anxious. The potential for him to injure himself is too great.
Retraining is the best way to go.