Sorry, can't help much as 15 week old Ozzy seems ok on his own - we've been out a few times, the longest for about an hour. Our neighbour has reported not hearing anything, and he's usually asleep when we get back, or just waking up when he hears the door open. However, he's in a play pen in the kitchen, and usually gets put in there to sleep during the day, so is used to being in a room on his own, has been from day one. We've never heard him cry at night either so he obviously doesn't mind being alone.
Don't be disheartened though - he's still very young. If you aren't doing it already, though, I's suggest that you put him in the kitchen on his own for his daytime sleeps. Hopefullly then he'll get used to it.