harley is my first yorkie and he was like this as well. he just turned one the end of june and he has pretty much out grown this. i was so worried about leaving him too. he is finally getting to the point where he doesn't tinkle when i get home. i am a stay at home mom and have had lots of time to spend with my baby. i worked really hard with him on "stay" and telling him he couldnt go with mommy and i would be back. i had to really reassure him and let him know it was ok. he would always try to zip out the door as he knew i was leaving. luckily i have a neighbor who loves him as much or almost as much as i do, and would come over and spend time with him or take him to her house so he wouldn't have to spend long lengths of time alone. i think it is harder on us then them maybe, they are intelligent beings and know how to get to our hearts and have their way with us. maybe it sounds a little weird, but talking to mine is what seemed to help us. i don't even have to keep him in a crate. he goes potty on his paper when he cant go outside. sometimes i leave the tv on or the radio. he usually is at the front window when i leave and when i come home.... and if he isnt there he is on the back of the couch. he is the best dog i couldve ever hoped for.
good luck to you both.