First of all, Welcome to YT!! and congratulations on your new little precious Yorkie boy
He is still young. Remember, that he is in a whole new world. He was taken from everything he knew up to this point (littermates and momma) and he has to learn that you are his forever mommy! Once he gets it that you will always come back to him, things will settle down. Give it a little time, when you leave in the morning don't make a big deal of it and don't say good bye or act guilty or any of that. Just leave out the door. He will settle down, it does get better, but be prepared to give it a few months.
Another helpful tip is if you are working with commands and training, if you teach him to bark on command first, you can teach him no bark. But initially, expect that he will be missing you and not knowing what is going on when you leave him. It is a natural expression, it is all a part of puppyhood.
Have you tried letting him sleep near your Fiance in a crate after you leave?
If he is in the same room with your Fiance but confined and knows someone is there, it may help him adapt a little easier.