General rule of thumb is puppies can hold their bladders for the number of months they are in age plus 1. This means a 4 month old puppy should be able to hold its bladder 5 hours.
Remember, this is a generality and is probably less for for Yorkies because of their size.
Try attaching an xpen to the crate so they can go out into it to potty when they need to and back in the crate to sleep. I am sure this will make the both of you happy as I am sure she is upset about having to sleep in a soiled bed.
edit: oops! didnt realize QuickSilver said the same thing
