The play pen is in the living room. We have been sleeping on the sofa in the living room hoping it will help. But the play pen is not in view of the sofa so I guess the puppy still can't see us. When we hear her whining sometimes and we come out, she sees us and starts scratching at the play pen door trying to get out.
I had exactly the same experience and learned this lesson the really, really hard way.
When we first got Eli, at about 11 weeks, I tried getting him to sleep downstairs. Our bedroom is upstairs. We put his crate in a large exercise pen with toys, potty pads, etc... He would cry when we left him at night and wouldn't go back to sleep after his 4 or 5 AM potty. I tried letting him "cry it out" after his early morning potty and even tried sleeping on the couch where he could see me from his expen. He still cried. After several weeks he began to wake up earlier and earlier (see my early posts on this forum) and would cry for us. Nothing we did helped. This went on for exactly one month. I was exhausted and frustrated to the point of thinking about returning him! Finally, DH said we should put his crate in our bedroom. We were both originally against this idea so I was surprised but DH could see how tired and depressed I was getting about the situation. From the first night the problem was 100% solved! Eli sleeps in a crate in our bedroom. I put him in when I go to bed, around 10 PMish, and take him out to walk him around 7 AM (or later depending on whether it's the weekend). Not a peep or sound from him all night - if only DH were so quiet!
One of the biggest surprises for me early on was how much Eli wanted/needed/demanded to be in my company. I had this idea that he would be this perfectly independent dog from day one - wrong! I had to change how I was thinking and feeling about letting him into my
space, i.e. following me into the bathroom and bedroom and from room to room. It took me
awhile to adjust my actions and expectations. Fast forward three months...if he's not in the same room with me I miss him and go looking for him. His presence is a comfort not an irritation.
I know it takes time to adjust to a new puppy. Havs are such social dogs and they love to be in our company. If you can have him in the same bedroom with you, I think you'll find your problem solved. Hope this helps!