We’re using the expen with our 8 ½ week old German Shepherd under supervision and he has eliminated right in front of us without asking to go out. It it making him anxious or are we starting this too soon?

All puppies are different and depending on how long you have had him, he may still be settling in and may feel stressed or anxious. I would take a break from using the ex pen for a week or so and work on your potty training without it for now. I don't expect little pupppies to ask to go out, they haven't learned that yet especially in a new home. For puppies that seem worried about the ex pen or if they have accidents , I only use it after they have peed & pooped outside and are tired from a good play or training session. I want the ex pen to be a place for them to relax and learn about how to be in the house in a calm manner. Give him some time to settle in, and try again after a bit of time has passed and you have a good idea of his potty schedule.