At this age my dd knew the phrase "I'll be riiiiight back". She had terrible SA if I was out of her sight (thankfully, a phase that lasted only about 2 weeks). So I'd use the phrase like peek-a-boo.....popping just beyond the doorway, with one finger up and "I'll be riiiight back" and then being out of sight for literally 2 seconds (BEFORE she got upset!) and then pop back in and say "I'm back!" In short order she really got it, and when I'd return she'd say "Back".
I think it's important too to use your whole body, in other words he needs to see that all of you can go away (rather than just your face as in a regular peek-a-boo game) and all of you always returns. Stick with 2 seconds for a few days, then build up to more, only increasing by a second or two. It's important to return before he gets upset. This game is best to start when he's content and you're with him during floor time.
I think it's key here to use words....like "I will pick you up in one minute, but first I have to do my work....(emphasize the word work). And then Ok....that part is done! I can pick you up!" Then 'Ok...you stay right here, I need to do this work". I'd avoid words like "Can't" or "No". More like "You stay right here near me....I just have to do this work."
Outside is great....does he have his own little push cart? That could encourage him to stray from you.