I'm not so sure 'exercise' could be called a stressor at all. Unless you were dragging them up the Himalyas by a leash, or something like that (and you aren't). Instead, smelling the smells, seeing new things, and the exercise itself should (instead) be all working to calm and soothe your dog. So I can't actually imagine that the 'stress' your pup may be feeling is coming from that.
Have you read the book 'The Dog Listener' by Jan Fennell? That may have some clues and hints to calm things around the house that you are not picking up on. http://www.vetinfo.com/dencyclopedia/depano.html and her book is on Amazon.com
Do you use a crate? Makes housebreaking MUCH less stressful for everyone involved. Also the crates become a wonderful place your dog will love the best in the world. Secure, safe, happy and known. Great place to 'escape' if the pup is feeling overwhelmed. Or for you to put the pup if your house is temporarily in a turmoil.
Glad to hear your original puppy is doing fine back a the breeder.
Intelligent dogs rarely want to please people whom they do not respect --- W.R. Koehler
Matt is correct, also I should have been clearer in my statement, immune systems which are particularly weak against demodex is what is actually inherited. Therefore, if your dog is having a negative reaction to demodex then he inherited a weak immune system. Also, what I meant by getting checked for demodex is that the vet can run test, that are basically checking the pups immune system, titter test and so forth, the vet however can tell you that yes your pup is having these symptoms as a reaction to demodectic mange.
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