I'm NO expert but mMy first thought is pneumonia too...
and you are doing the right thing getting treatment ASAP - poor baby - if you catch it and can treat it then he could be fine ....but he can't go on like this -
I really hope your baby is going to be ok...I hate to say this but it sure sounds like they sent you a sick yorkie and that's so sad for him ....and very sad for you too -