You didn't say what you were using to comb him with. Puppy hair is harder than grown Yorkie hair. Combs are the worst. If you are brushing your Yorkie at least once a day, one of the soft brushes with plastic bristles with the little rounded tips on the ends works very well I have found. You might also look at changing cream rinse. I found the "Ausie" (I think that is how you spell it) brand of conditioner works very well. Might also be your water. If you have very hard water, that makes a difference.
Good luck and happy Yorky to you.
Samc and Bailey