My advice to you is to take that little one out of there as soon as possible. Sounds as if this little one needs a lot of help but Iam sure with time and patience she will come round.
As for training look at this web site.
ClickerSolutions Training Articles Contents
or try the book yorkshire terrriers for dummies, I found it very helpful and full of good tips for the yorkie owner.
Best of luck and plese let us know how you get on.