My yorkie (male) could not go all night without have to peepee. What I did was put a pee pee pad in the kitchen and praised him when he used it. He caught onto the idea pretty quickly. He did still whine sometimes at night when he wanted company for his little potty run. Those nights I would just get up and let him out, but I found he used the pee pee pads quite often.
Good luck! When my neighbor gave him to me, everytime I tried to crate train him, he would pee in the crate and get it all over himself....I just decided not to crate train him and let him have the run of the kitchen until he was housebroken.