Higgins is usually good about coming, unless he KNOWS you are going to give him a bath. And he is fair (not great) about not going too far away from us. He has learned to roam our environs with Pogo and generally stays with him when he's out. Now that the weather has finally turned nice in Maine, and we are outside more often, he is more interested in staying around us than in roaming. Don is "Alpha Dog" in our family and Higgins idolizes him.....he is like a little gray wart on Don's ankle! Goes EVERYWHERE with him! I'm the one he comes to when he wants a nice soft place to rest.
I've forgotten....how old is Max? We were talking on here a month or so ago about how Yorkies seem to get so focused on something (like running down the street) that it's hard to get their attention. That's certainly Higgins problem. I also think Higgy has Canine ADHD!
I have noticed that since we have been home and Higgins has had the run of the property, he is LESS inclined to "take off" like he did when he was leashed/penned/restricted on our campsites. It will be interesting to see how he takes that restriction when we get on the road again. I remember when he was a really little baby and got away from us and ran down the campground road faster than we could catch him.....little devil......Anyway, our Kentucky native neighbor shouted in his wonderful Kentucky accent "Watch Out! The guinea pig is loose!" It was so funny, because that is exactly what that little fuzzy black baby Yorkie looked like running down the road!
Wish I had some answers for you about Max, but maybe time will help, and he'll get a little better about running away as he gets older.