All breeds can have problems with pregnancy and whelping, so there isn't much specific to Yorkies except that c-sections are common because they are so small.
It is possible to lose your girl during the process.
Then you have things that can come up like diabetes in pregnancy, eclampsia, cleft palates, genetic defects in the pups, etc.
If you were going to breed, the male and female really should have a blood panel, urinalysis, bile acids test, thyroid panel and hip, knee, eye and ear checks first.
Dogs get their heat cycle every 4-7 months usually, not monthly. It does last about 21 days though.
I would get her spayed.
