Just wanted to say hi. I am a relatively new yorkie owner as well. I got Molly when she was 12 weeks old (but I had watched her grow on a weekly basis from the age of 2 weeks. I developed a very good report with her breeder as well.) Molly just turned 1 years old this past Wednesday. Anyway, I had always wanted a yorkie, I thought they were so adorable and loving. And, I had also heard that they can be little terrors as well as being notorious for toilet training issues. That they take much longer to train along as more effort to do so. So, for myself I chose to use washable pee pads both because of laziness and also because there are many days I don't feel well due to long term diabetes. We don't go out every single day for walks, between the above reasons and also because I have trouble with my feet (diabetic neuropathy, diabetic ulcers and bad balance). But, I play with her, my boys do and so does my granddaughter. Molly has tons of toys too of all kinds. She sleeps in bed with me at night, she sits either on my lap or next to me while I'm either on the computer or watching tv. She follows me and watches while I cook, do dishes, laundry,etc. She even follows me and sits beside me while in the bathroom. If I'm in the shower, she sits and waits in front of the tub on the bath mat. My only complaint with her that I have is: she uses the pee pads to pee and occasionally to poop. But, she uses the hallway outside my son's bedrooms and poops on the carpet. That drives me crazy with her. I also never used crate training either. I do have a wire crate, but after a couple of nights of listening to her cry, I felt bad for her and let her out. So, I myself failed in the crate training. So, I really can't blame Molly for something I did. So, after doing more reading and seeing how well my daughter did with crate training with her dog (a pug who's 3 months older than Molly, but who also has a much more submissive manner than Molly does also.) , my daughter will be taking Molly and working with her to better train her. I also have a dominance issue going on with Molly that needs correcting, also my fault that my daughter's going to help "fix".
Anyway, I certainly sympathize with you in your frustrations. However, it doesn't sound like toilet training and dominance (common problems) issues are your problems. It certainly sounds like some sort of separation anxiety issue is going on here. And, I'm certainly no expert. Perhaps, if training class/advice, books, videos, etc., doesn't/isn't helping; then perhaps a visit to the vet is in order. Maybe some medication to calm him while using some of the techniques that different YT'ers have suggested here might work better then. A friend of mine adopted a dog with anxiety issues and the dog was placed on tranquilizers for a while. It made a tremendous difference. After a while the medication was no longer needed.
I just want to say I'm not a big believer in unnecessarily medicating a dog, but sometimes it is needed and makes all the difference in the world.
Anyway, whatever you end up trying, I wish you the best of luck and that it works and that both you and your dog end up in a healthy, satisfying and loving relationship.