Big Dog Is Breaking Out Of House

My Mom owns a Black Lab-Great Dane, His name is Sammy. He was estimated at about 3 or 3 and a half when mom adopted him and we later found out that he had Seperation Anxiety, we found this out when he pushed though a screen on the bedroom window and tracked her to the church in our town where we live. He has been with us for about 5 years. We used to keep him in a smaller kennel (plenty big for him though) in the house when we would leave and after him tearing the front of it apart we built a custom front (out of solid aluminum) he got pretty good. When we moved there was a full kennel outside for him and the other two dogs(a pekenese and a min pin) but this last winter when the snow built up he jumped out a few times to "play" with the neighbor's dog, So when spring hit we brought the fence up from about 4 and a half feet to at least 8 feet high in the "lowest" spot. For about a month till aboout 2 weeks ago nobody was really home and he started getting out of the house, just ducking out if somebody dropped their guard while going in or out, and now everyone is starting to come back home and people are spending time with him but he still wants to get out, it is bad enough now he will push out windows of the house or break them to get out. Is there anything we can do or can anybody tell us why he is trying to get out?