I have 4 cavaliers, so I have some experience with this. Each time we brought a new one home we put them in their own crate in the same room as the other dog(s). We never had any crying ever. Our puppy is now 14 months old and I have just started letting him out of his crate at night. I have a huge bed for all of them in my laundry room, so they can all sleep together if they want. I still have Oz's crate in the same room, but just leave the door open in case any of them want some private space. I have one female that pees at night - never during the day (she has been totally worked up by an internist with ultrasounds, bloodwork, urinalysis, etc., different medications and she is totally fine) so she is in her own crate every night. But the others can sleep in a pack.
Fortunately my laundry room is huge and it is right next to my bedroom (hubbie doesn't like to have the dogs sleep with us because they snore) so if the puppy needed to go out at night, I could hear him. But I do have to say - we took him home at 11 weeks old and he has never once needed to go out at night and has never peed in his crate. I'm sure though that if one of them needed to go out at night, that all of them would go out too.
During the day, I still leave him in a crate when I leave but I keep one in my family room so he can be near the other dogs. They sleep on the family room sofa or chairs when I'm gone. I think it comforts Oz to see them and be in the same room. It's funny, but I've noticed that Oliver (7+ years old) has started hanging out in the crate when we are watching t.v. in the family room at night. We leave the door open and he just goes in and goes to sleep.
I hope this has been somewhat helpful. It's so much fun - and so much work - with a little puppy. Two of mine took to Oz right away, Madison is still not so sure. Surprisingly, he has totally invigorated Oliver. Oz can always get him to play. Riley can't play yet because she is recovering from SM surgery in June, and Madison will only play if Oz is extremely persistent - and then it's only chase for a minute or two. It's still fun. I don't think I will ever have just one dog again. Good luck.
Bev,
Oliver (7 yr old blen),
Riley (6 yr old bl & tan),
Madison (5 yr old ruby), and Oz (14 months old tri)