Hi everyone! Let me first welcome all the newbies to the site! I hope you're having fun, making friends, and finding out lots of info on yorkies and all else on here!
Second, I will tell you that if you think you have a case of real separation anxiety, you may want to seek the help of an animal behaviorist. It's expensive for the first few visits, but we learned a lot from ours, and they can help you tailor your routine, training, and lifestyle to work best for you and for your dog, as well as pinpoint the cause/triggers of the anxiety. Next, I want to let you know that separation anxiety DOES GET BETTER if you work on it. We went through this with Emma for almost the first 8-9 months we had her. We lived in a condo, and any time we would leave her-for 5 minutes or 5 hours, it didn't matter-she would bark, howl, cry, and carry on like she was being tortured-all because we left her alone.
It started because my husband was home with her all day, every day, from the day we brought her home until she was 5-6 months old. She was never alone. We took her everywhere with us all the time, and he was studying for the bar exam, so they spent many hours hanging out together, and on his study breaks he would work on training and tricks with her. She knew so many tricks, so quickly, it was great! However, when it came time for him to go back to work, she didn't take it very well....neither did our neighbors when Emma was barking all the time
We tried coming home at lunch, all types of toys, the phermonal air-freshener thing, a noise-making bark collar, a noise making freestanding bark unit, music, TV, white noise, and a behaviorist. Sure, the toys distracted her, and the music blocked out all the other noises that were upsetting her and soothed her a little bit, but mostly, she was upset because we were gone. We worked for months with a behaviorist, and basically had to learn how to teach Emma that it was OK for her to be alone. She came leaps and bounds with this-but to this day does not like being alone, and will usually bark for 5-10 minutes right when we leave. We're in a house now, so it's not a big deal if she does bark, and I know she stops because I've forgotten things at home and come back and she's quiet.
Sorry that's so long, but speaking from experience, and the education I took from the behaviorist, here is my advice:
-Leave your puppy alone at home, right away when you bring them home. Try a few minutes, then an hour, then a few minutes, etc. so that they are used to you leaving/coming back.
-For those of you that need to start leaving an older dog alone, start small. Try 2-5 minutes, then 10, then 6, then 15, then 5, then an hour, etc. Don't make the amount of time longer each time-it's best to vary the amount at first, especially when you're first trying to leave them on their own.
-Distraction is key. We toss Emma a kong filled with peanut butter or other goodies, and let her have it just before we walk out the door. Try something that works for you.
-Keep their minds engaged so they're tired. Go for a long walk, play, or do a good training session before you go so they're not bored while you're gone.
-Give them something to do while you're gone-a buster cube, a nylabone, or a favorite toy will help (as long as you know they won't choke or destroy it while you're out!)
-Make your dog comfortable. Try music (we used baby einstein CD's), an old T-shirt of yours that smells like you, or their favorite bed.
-Confine your dog-that usually makes them feel safer than roaming the house. The amount of space is up to you, and do what makes your dog comfortable. We tried a crate-but she hated being in there, so we used an x-pen. She now is able to stay home and has the run of our very large master bedroom.
-Try medication if your vet recommends it. We tried it
temporarily to take the "edge" off for a few days, so that she was tired while she was home alone at first. This really helped break the cycle of her barking constantly immediately after we left.
-Do not be tempted to get another animal to solve the problem. I thought this would help too, but our behaviorist told us differently: the dog misses YOU and YOUR companionship-which cannot be replaced by another animal.
Emma came so far with lots of training, lots of time, and lots of effort on our part. After she improved so greatly on her own, gained confidence, had less anxiety, and was able to stay home by herself, we added another puppy (Milli) to our family. They are the best of friends (most of the time!), and Milli has given Emma companionship that she needs and wants so much during the days.
Sorry for the long post, but I wanted to share my experience and the things that worked for us, in hopes it may help some of you! Please feel free to PM me if you have questions on this-I'm sort of an expert

Good luck to you all, and I'll be watching this thread closely!