I believe the best way to keep your yorkie safe in the car is by using a crate that you can seatbelt in. I have a pet taxi which has a place to secure it with the seat belt. I think what would happen if I rolled over and got stuck upside down? If she was tethered to something it could hang her and what about debris that could hit her?
If she is safely confined in the crate and the crate is seatbelted in she wouldn't be thrown all over the place and would be protected from anything flying around the car in an accident. I know she would like to sit somewhere where she could look out the window but for me her safety takes priority.