I personally let Emma run the house when I'm away. The worst thing she's done is chew up a shoe and it was my own fault for leaving them out. She's teething and our fingers are really feeling her pain

. I personally think that yorkies are really clean puppies. When Seary got a older she could clean her paws for a good 20 minutes. Especially after she had to use the pee pad. I think she was a little confused because she had both, and that's why she still had accidents. She used to pee on the small rugs around the house, I think she thought of them as furry pee pads.
Emma has been in the box since the day we brought her home, and only when I felt she had it down, was the pee pad introduced. And now we only bring one if we are visiting people. They are not down at home at all. She did have a couple of accidents when we moved, so we had to re-train her in a sense. But I just made sure I put her in it every time she ate or drank, especially when she woke up from a nap. Now we are all clear again!!
I wouldn't take him out specifically to potty if you want him to learn the box first. If he is already having a slow time with it, just concentrate on one or the other. I think they naturally know that the grass is for potty so when you are just outside playing I would say it's ok. You might try small treats. If he goes in the box, make it seem like the best thing in the world just happened and make a big fuss. Even now if we get really excited when Emma goes, she gets all excited and hops around like "Yea, i did it!!!"