Yorkies are famous for 'separation anxiety'. Just spend lots of cuddle time with your baby so whatever bonds he now has will be broken and he'll bond with you instead. I had a furbaby like that, but you wouldn't know it now!!

She acts like she owns the place. And I guess she does...sheesh

Sometimes it just takes a little time.
You might want to try Nutra-Cal also. It's a great diet supplement for these little guys. It has lots of vitamins and calcium for his little bones.
And always see your vet if you have ANY concerns. Better safe than sorry.