Sounds like separation anxiety to me and it will be horrible to live with if you don't nip it in the butt now.
Yes, Yorkies thrive to be with their humans and companionship, but they also need to know how to be alone, too. Jackson, for example, loves to be be with me wherever I am, he doesn't like to be separated by a fence, or a gate, etc. But when I leave, he just usually goes to bed. My other fam members at home say he typically just goes and sleeps, or will come out occasionally to see what's going on. But he's not stressed, or pacing, etc. He's just calm and waiting for my return.
A good way to start is associate things such as keys, purse, etc, as a good thing. Currently, keys for example, mean you leave! So make your keys a positive thing. Randomly, just pick up your keys during the day, and give him a few treats, but don't leave. Just walk around with the keys jingling. So he becomes used to hearing the sound and it doesn't automatically mean you're leaving. Pick up your purse, walk around with it, and then don't leave. Then gradually increase the time you're gone. Leave the house for 5 minutes, and stand outside or something, then come back in. Etc. Teach him you're going to come back for him! Also, I always give Jackson a good treat when I walk out the door, such as his chicken jerky.
Good luck! |