One thing I have learned in my short time with my lil GiGi, Yorkies are easily spoiled and very HARD HEADED!!
LOLOL
She will continue to cry because she always gets her way
and that's for you to get up and start your day. It's a learned behavior for her, whining non stop = mom or dad gets up for MEEEEE!!!
lol
I agree, move the play pen into the living room
... but do it at bedtime, and if you have to, close your bedroom door. She will learn soon enough that her whining isn't working.
Best wishes and I pray you find what works for you soon!
Take Care & God Bless You!