These things you are describing (getting into/exploring everything, separation anxiety when a parent leaves the room, playing with food) are totally normal 18-month old behaviors.
For now, keep things that are unsafe or too fragile for him to play with out of sight-- you can teach him boundaries about what not to play with over time, but at this age his impulse control is low, so removing the temptation is far more effective then reasoning or discipline until he gets a little older.
Playing with food is just a part of his intense exploration and learning, and you have options of how to deal with it. You can take a strict line, you can just ignore and wait for him to outgrow it, or something in between. I usually indulge it, but if he starts to become disruptively messy I mildly remind him that "Food is for your plate and your mouth, not the floor/your hair/the chair" and remove his plate. If he asks for more food I give it back unless he goes back to making a big mess.
Separation anxiety is one of those things that you mainly just wait for it to pass, and offer as much reassurance as possible. It's pretty common for it to flare up after moving to a new home, since the child may feel less secure in new surroundings, or be unsure if you going through that door is just the next room, or 'really leaving'. Just tell him in a kind, simple way that you aren't leaving right now, just going to another room, or tell him honestly if you are leaving for a while. Say something like, "I am going to work now, but I will be back at dinner time". Say goodbye to him and don't try to sneak out, which can make him more insecure. Whoever is staying with him should comfort him and remind him that you will be back soon, and take his concern seriously with kindness, then help him return to play. Don't get angry or impatient with him when he cries about being separated from parents; It's just a developmental phase and trying to punish him for this will do no good and could make it worse.
He will bond with other members of the family soon enough, and that may also help him be calm when you leave.