I just noticed that (probably not consciously) my fp does this thing that helps me when he has to go. 
He tells me he's about to go in advance, he gives me warnings, and it kind of turns my brain into a preparation mode and.. it actually helps quite a lot! 

It's very anxiety inducing to hear it but i find it so much better than him just telling it on the spot right before leaving.

Honestly, i can't really imagine myself being calm in these moments, but at least it's something!