Aww! It does sound like these girls are scared of the big dogs and the only way they react to that is bark, bark, bark!
I hope you find a solution soon!
You should be glad, its a yorkie alpha female! My sister has a rottweiler, who is a alpha female! Let me tell you!! Well, she's mellow now, but I couldn't even take her out for a walk! She would flip out on almost anything and would create a big scene!!
So be thankful that you're walking a little dominant yorkie and not struggling with a huge dominant rottweiler
But its still a serious problem because you also don't want them to end up getting hurt! Plus a simple walk shouldn't be a painful experience!
Hope you guys find a solution and keep us updated.
I guess it would help to let them know you're in charge and you're the boss!