I remember those days with Ellie.
They grow up so fast. I would NOT let her out of the pen just because she is crying because she will begin to think that everytime she cries she gets out which is not good when you want to crate them and have them be quiet when they are older. It is a good idea not to leave her alone right now or atleast not for long periods. She is still very young and is at risk for hypoglycemia. She should be supervised a good share of the time. I think it is fine that she sleeps on you. Yorkies need to be spoiled.
Enjoy your doggie.