Well this is not the “furry” I had in mind upon reading the title, but perhaps I can be of more assistance with this one than what I would be with the other anyway 
Hello hi, Mum (captive?) of an anxious 10-year-old Jack Russell here, who holds a pint-sized protest anytime he gets kicked out of the bedroom!
Huxley has always been an anxious dog, expecially after lockdown - he got used to my husband shutting himself away in the bedroom (hubby worked from there) and having me around. Anytime hubby and I tried to spend some time together it would be World War Three: Huxley would turn into this growling, snarling, toe-terrorising beast that had to be forcibly removed and relocated, often with holes left in our socks. It got so bad, we sometimes had to muzzle him for our own safety, then deal with the guilt of the sad puppy dog eyes.
We also live in a flat with thin walls, so our experience might be particularly useful to you.
First of all, the bedroom needs to be a dog-free zone. I know they’re cute and you’re so, so cruel for taking their favourite space away from them, but, well, it’s not theirs; it’s yours. No more bedroom visits or stays, he need a crate bed in another room from now on. He’ll be fine, or he’ll learn he is. Before too long, his crate will become his favourite place to be!
So onto that, and let’s be clear about something: properly-sized dog crates are not cruel. Dogs - like wolves - like dens, and if you put a cover on it, a crate becomes den-like and cosy. Add a cosy bed and perhaps an old t-shirt that smells like you (or your husband) and a stuffed Kong too. We stuff Huxley’s with no-salt peanut butter, natural yogurt, diced raw carrot and these tiny dog treats then freeze them - and he loves them! Work up crate times, first maybe just five or ten minutes, then an hour, two, and so on. You’ll be onto nights before you know it
Train “place” or “spot” as well, to get him to go to his crate.
Second, put a safety gate on your bedroom door. I know they’re the most unsexy thing in the world, but it creates space. Have your dog on the non-bedroom side and encourage calm, use a clicker and praise calm. Click, praise, treat. You know this stuff, the idea is to make calm behaviour rewarding. Work up sessions, close the door briefly, then for a minute. After each calm session, appear, click, praise, treat. Build up tolerances so that calm behaviour makes good things happen. Add noises. No reaction to you spanking a paddle against your hand behind the closed door? Click, praise, treat.
Third, exercise your dog thoroughly before play. I compared Huxley to a tactical nuke the other day - small dog, big energy. Even small dogs need lots of playtime, and the more tired he is, the more likely he’ll be to settle. We sit on opposite sides of the flat (I’m not sure what your layout is, but the wider the distance, the better) and toss a favourite toy back and forth - “Puppy in the middle” as we call it. You want tired? That’s how you get tired - dog-tired 
Fourth, create a routine. Dogs love routines, and by giving your dog a bedtime, you can reclaim your evenings (and your bedroom!). Maybe your evening could go something like Huxley’s does: evening feed (6pm), playtime (7pm), downtime, bed (8pm). With consistency, he will learn the routine.
Fifth, create a playlist for your playtimes. Different people like different music, find what works for you. It will drown out the huffs and puffs and protests coming from the other side of the door.
Finally, and this is the important part, do not give in to temper tantrums and howling. I know he’s probably disturbing your neighbours, and you console him so he’s learned that it works - any reaction is a good reaction to him because he still gets what he wants (you/your husband). Ignore it, build positive relationships with your neighbours (chocolates, earplugs and a short apology note work wonders) and explain to the dog warden if they are the grochety sort that will report you anyway. Despite what your dog may say, you’re retraining him, you’re not abusing him.
One more thing: if he gets nippy/territorial, keep a blanket/towel on standby. Cover him and quickly pop him over the (closed) gate, then step back and close the door. This is all about asserting boundaries, he has to learn that bearing his teeth at you doesn’t mean he’ll get you to back down from him.
Good luck, and I hope this helps 