Omg!
This is the same EXACT story I'm having with my little one too.
I have a 7month old yorkie.. had pneumonia since she was like 3 months old.. but it took 3 different vets to figure it out.. she was constantly coughing.. Zoie has been on meds for 4 straight months.. office visit after office visit... x-ray after x-ray.. and yet, she is still sick and still has the virus. Zoie acts normal and happy, and has great apetite and plays like everything is ok.. Zoie's vet bills have been outrageous to say the least. One of the biggest problems with Zoie is that the vet didn't know their head from their ass, and she's been getting immune to all the medicine shes been on since sh'e sbeen on them for 4 months now!! Zoie is still not better, and she's getting weaker, and nothing is helping her.
I wish you the best of luck. Make sure you know what you are getting into and don't let the vet bully you into anything you are not prepared for.. Pneumonia is no little disease.
Keep us updated on your little yorkie's progress