Temperament is to some extent inherited. It could also be that because you take her everywhere she simply isn't acclimated to being alone and feels very insecure without you (a dog's natural instinct is to stay with its pack). My Glory (shelter rescue mutt) is fine in her crate at home but when I used to work at a vet's and took her to work with me, she would become extremely anxious when kenneled...most likely reminescent of her time spent at the shelter.
Bad experiences, even brief ones, can create phobias that are difficult to overcome.
You need to try to create a positive association with being crated/confined alone. If she has crate issues specifically, why don't you purchase a $20 babygate and confine her to the kitchen? Offer her toys/treats to keep her occupied while you're gone, and initially when you crate/confine her, shut the door, open it right back up, and praise her like CRAZY! Act like the 3 seconds she spent confined was the most amazing event in the history of yorkie ownership. Very, very gradually start leaving her for longer periods, not going out of sight, and praising her while she behaves. The idea is to let her out and reward BEFORE she starts to get upset with being confined. Once she's fine being confined for longer periods, you can start briefly leaving the room, with no fanfare, and return to praise.
It may take some work, but eventually she'll feel more secure being left alone, knowing she's not being "abandoned".
Ash