If you can train him to pee in a litter box (with pee pee pad on top of it) that may help. Then when you are gone, put the litter box inside the room in the corner. If he can associate peeing (and or pooping) in there, he will go there instead of peeing in the room. Good luck, and welcome to YorkieTalk!
Babies sometimes do make pee pee mistakes, a TV on is good (we leave the Animal Planet on or a classical music radio station).