Diapers, belly bands, crating have ALL failed when it comes to a female in heat. Also, do not allow her out in the yard alone. When a female is in heat her scent can be a signal for males MILES away to come over for a visit!
For a quick fix your local Petsmart of Petco is a great source for belly bands. There are also members on YT that make and sell them as well. The YHR Boutique has them in stock and if you order LadyJane would make sure they reached you quickly. Here is the link:
Belly Bands :: Yorkie Haven Rescue Boutique
You will need several if he is marking. It is a good idea to put a feminine pad inside the band to help with absorbing the urine.