I'm going to guess that both Rocky and Gabby were never taken outside to potty before you got them.  Many breeders begin pee pad training, but don't take the dogs outside, and going outside is foreign to these pups.  It's scary, the grass doesn't feel "right" to their feet, and when they squat or bow up it will tickle their tummies or bottoms!  
 
All of that means you're going to have to work extra hard at this.  I highly recommend 
 Amazon.com: How to Housebreak Your Dog in 7 Days...
Amazon.com: How to Housebreak Your Dog in 7 Days... .  With Yorkies, it will probably take much longer than 7 days, but the methods are sound.  The key is following a strict schedule, and that the dog only gets unsupervised time right after they potty. 
Now, to address the "ick" factor of going outside for your pups, here are a couple of suggestions:
- take a pee pad outside and put your pup on that
- be consistent about taking them to the same area, so they begin to associate the place with the deed of pottying
- use the same phrase every time you take them out "Want to go potty?  Dante, go potty!"  As humans, we tend to vary our language, using potty, pee, poop, go to the bathroom, need to go out, etc. - but it's much easier to train if you find ONE phrase for what you want and stick exclusively to that
- put down some pea gravel so the grass won't tickle as they squat or bow up
- find another dog who can come over and demonstrate what's supposed to happen, and whose leavings will make the area smell like pottying.  You can also "dispose" of your dog's leavings in his potty area to help give him the idea.
- a nice, long walk can stimulate the bowels and prompt a poop (Dante and I, along with my two Kerry Blue Terriers, walk 4 miles every morning, so don't let anyone tell you small dogs can't walk that far). 
Of course, you praise when they do it outside, and if you catch them doing it inside, you say "NO!  We do that OUTSIDE."  And promptly take them outside to finish.  Then you redouble your efforts to take them out at every trigger point - after nap, 10-20 minutes after eating, after play time, before bed time or car rides, etc. - and every 90 minutes no matter what! 
Good luck - it will get better if you're persistent and consistent.