Do you think he may be a bit barn or buddy sour?
Kind of sounds like he's throwing a bit of a fit when you are leaving, and then rushing to get back...
Did you get your second mini before this one started mis-behaving or after?
You sound like you are on the right track, either way.
Start ground work basics, and lunging, lots and lots of ground driving, especially away from the other mini.
Always make doing the right thing easy and the wrong thing hard work.
Get him in good condition, behaving nicely, and use to being away from his buddy.
That should solve the issue.
Oh, and certainly make sure it is not a tack, bit, or health issue as well!