I leashed trained mine by putting a leash on them in the house to first get them used to it. Neither of mine liked it at first. Are you using a leash on a collar or harness? It's best to use a harness or harness vest since yorkies have delicate tracheas.
Your little guy sounds like my Jake. The first time I put a leash on him, he sat there like he couldn't move. And, the look he gave me was priceless lol. Just keep encouraging him, he will get used to it. Have some training treats with you and reward him when he walks with you. Once my guys started associating the leash with going outside, they didn't mind a leash at all! In fact, if they see me get their leashes, they get excited because they know they are going outside. They hop right up in my lap and get their leashes on lol.
Good luck, it just takes time and patience.
Everything is all new to him right now.