Dog Runs Outside Whenever I Go Downstairs or to Garage?

I adopted a rescue, 3yr old female Catahoula. I've had her now for almost 2 yrs. I was told that she was in a puppy mill, obviously by the math it was before she was 1yr old. At first she was pretty timid and shy, she chewed up a lot of stuff and had some odd actions or reactions. It was very difficult keeping her, but she settled down and relaxed, it got much better. She is awesome and a great dog. She gets along with my 6yr old male Rottweiler very well. For around the last 6 months or so she will run outside everytime I go downstairs or to the garage. It wasn't really a big deal until she would do it when it's cold and snowing or raining and just sit in the corner of the yard. It got to the point where I made a door for the dog door so she can't run outside, at this point she will follow me to the basement or garage, happy, but partly reluctant tho. I'm sure it's separation anxiety, but to develop it now? Help or suggestions would be greatly appreciated. Thx.