We are having a similar issue. Our first yorkie wasn't a problem, 2 nights of crying and then she was fine, but Ava is terrible about it. She is not adjusting well. we have noticed she does better when we leave a small amount of light on, but man she is loud, we tried keeping her next to our bed and that made it worse. she has to be right beside us all the time, she has no independance what so ever. I hope she becomes a bit more independant, which may just take time I guess. I'm glad I am not alone in this problem
