How old is your Roxy? Have you tried canned food or just kibble?
I switched my little guy, Jeter, over to Chicken Soup for The Puppy Lovers Soul after he came home to live with us. I did it very gradually over a week, slowly increasing the new food.
He did get sick about 5weeks ago with Coccidia that was stress related
and he lost some weight so now we are adding canned Merrick Puppy Plate to his food too, just to help him catch back up to the weight lost during 2 weeks of sickness. I did not think it was going to be such a challenge to gain back 5 1/2 ounces that he lost. He is a tiny little guy and was doing good gaining weight till he got Coccidia!
Maybe you could check out the Yorkie Health and Diet thread and see a sticky that they have their that list Super Premium food and you can send for free samples and possibly find her a food that will help her out and be better for her! Good luck!