Not all Yorkie's are snuggly. That may just be his nature, but it is way too soon to tell. His whole world has been turned upside down and it will take time for him to bond with you and settle in.
Regressions in potty training are normal when you adopt an adult dog. Go back to Potty Training 101 and treat him like a puppy. Don't scold him after the fact as that will only make him fearful and he won't understand. Positive training with treats and rewards is the key. If he's having accidents, he has too much freedom. Don't allow him to roam all over your house. Keep him right with you, even if you have to tie his leash to your waist.
This is a must have book for anyone who adopts an adult dog:
Amazon.com: Second-Hand Dog: How to Turn Yours...