Welcome to YT!!!
Bayley is very young, and he want's you to be his mom.
He feels very safe with you, and that is very important
to Yorkies, he's in a new home and needs to feel safe.
He won't want to be without you, when your children
come up to you, he is telling them that you are his mom.
Yorkies become very attched to their mom & dad's.
It will take some time, but he will start to let you go in
and out of rooms without him. I'm sure he will start to play
with your children too, he just needs time to adjust to his
new home and family.