Your puppy is still very young. I would not make her hold it through the night any time soon. When she can hold it through the night, she will do that on her own.
Collars are very dangerous...Look through some old threads and you will see several accidents that have happened with collars. Everything from getting the collars stuck in their mouths because they tried to get out of it causing injuries around the mouth to a yorkie accidentally hanging himself by jumping and getting the collar stuck on something.
Aside from accidents that can happen, walking a yorkie with a leash attached to the collar is also dangerous. Yorkies are very susceptible to collapsing trachea and should not have any pressure around their neck/throat area.
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