eukanuba is not good food, go here:
Dog Food Reviews - Main Index - Powered by ReviewPost and look it up then check out the 4,5,6 star foods. there are alot of better foods out there for about the same price.
I have heard of flea allergies causing hair loss.
Also bathing too often can cause a greasy Yorkie The oil glands start working over time because the shampoo dries the skin out and his body tries to make up for it. So I would try a gentle shampoo.