Sounds like you are makin great grprogress!! If you look at one of my earlier threads you will see a remarkably similar story and it drove us to despair- we didn't leave the house together for the first 2 months since we had Millie!! She did sleep in our room at night and thankfully from day one she was and still is clean at night as we did what other folk have suggested and got up to her as being in the room you could here when she stirred. I am pleased to say she is now downstairs at night and still no problems- we had to literally move her a few inches every night over weeks to get her to the landing then downstairs but it does work!!. Obviously if you are happy to have them upstairs thats fine too!!
However she was doing excatly as you describe in the day- and even learnt to flick it out of the pen so it wasn't in there with her!! However a dog trainer and a few folks on here said you have to leave them on their own (gradually building up time though) as going to a different room didn't help Millie in fact it seemed to make matters worse and if we hadn't done it we'd never get her used to it.
We did 5 days continuously for 2-3 hours every day and each day it got better, she started to do her business then fold her vet bed over it so you didn't know when you first got in- but this was better than flicked everywhere, and then suddenly she stopped and touch wood
hasn't done anything other than the odd wee if left a bit longer than expected (not more than 5 hours at worst). So all I can say is the support whilst you are on COL's getting to this point is great and rest assured it will get better!!! You don't believe it at the time and I even thought we wouldnt be able to keep her long term if we couldnt go to work and leave the house but finally we are in a better place and we even got a 9 hour sleep and lie in friday night just gone- woke up and asked each other who had got up to the dog and neither of us had- we were greeted by a very friendly, excited, clean and dry puppy on saturday morning!!
Best of luck and hang in there- it will stop eventually !!