Some pet shops honestly shouldn't be in the business of selling dogs! There's quite a few YorkieTalk members down in the southern part of the US, perhaps they can lead you to a good, safe, reputable breeder in the future.
As for Cookie, he'll be okay! He'll come out of it stronger! Have you looked into taking any action against the pet store? Not return Cookie of course, but perhaps get some of that money back? Or at least get the word out what they are doing is wrong?