Judging from your pic the pups look very young so I would not expect them to tell you they need to go just yet. It takes a while for yorkies to catch on sometimes up to and over six months of age.If they are on meds that could affect them too. When we had a puppy here he would do the same thing. He would pee outside then come in and pee. I kept him out a few minutes longer after his first pee and he usually did another one
I believe they are just puppy playing and I would let them work it out for themselves.Could make them nervous if you get involved too much. When we had the pup here with our two year old they would wrestle bark chase each other etc and there was no problem with the pup getting hurt.
We had to give up the pup as I was very allergic to him
Good luck with your little ones