I had two Yorkies Sebi and Sweet Pea. Sweet Pea passed away and Sebi seemed so depressed so we got a puppy - Cindy Lu, btw Sebi is 4 yrs old. When we first brought Cindy Lu home Sebi seemed disgusted. He did not want ANYTHING to do with her. He also seemed depressed. Well after about a week or so he started to give the puppy about 2 minutes of play time, then it started to increase and finally after about 3 weeks or so for the first time he got up and went to lay with her as she slept.
I think also the puppy was SO little I think it turned him off and he got use to her.
Give it time, they will bond eventually.