I know of no way to stop his marking, except physical barriers like belly bands in this situation. A female coming in heat is going to have him so charged up you will not know him in a few days time. It is going to get crazy!

I highly recommend neutering him immediately and spaying the female too if she is not in heat yet. Once in heat, spaying is more dangerous.
If the very light dog in your avatar & albums is the dog you are planning on breeding, I would not do it. Besides being healthy, you also want dogs that are
as close to breed standard as possible. You want to go down through the standards and see that the dogs you plan to breed meet them. Because we all see our own dogs with love in our eyes, it is better to get two non-biased experienced breeders to look them over. Best if you can get show breeders as they are used to the judges going over their dogs very critically and are experienced in what to look for. It is probably also best not to use the breeder that bred your dogs to critique them. They too will have a loving eye that sees them a little better than they might be. I know that mine look perfect to me.

I had to spay my first girl. I had thought I would breed her too -- she was after all such a cute puppy! But once I started investigating what it took to show a Yorkie -- I realized I had a wavy-haired pet only. So, I spayed her and loved her anyway! She was a sweetheart and worth millions in my heart.
If you are not going to breed the dogs, you are going to have a challenging time ahead with this heat. I could not believe how persistent and determined my sweet little Ben would become in the most potent week of heat. He would do a lot of sniffing and panting during the whole 3 weeks but the one week -- he would be possessed! Best if you can even get a family member to take your male for that worst week at least. If not, then you will have to make sure they are kept physically apart at all times. Even if you are right there -- they are QUICK! I used a doggy diaper and a onesie on my female except when I took her out to potty. I could never take them out together, always one at a time. Be very careful or you will wind up with an oops breeding.
There is so much to consider before breeding two dogs. Much more discretion is needed than many put into it. Any two dogs will breed and make you puppies but breeding should be done with a goal in mind -- a goal to always improve and start a line as close to standard as possible, to produce the best example of the breed possible. When you pick a potential dam and sire for a breeding, you should consider all of the genetic ramifications. Of course you want to make sure you are not passing along any genetic health issues -- are both of them free of any joint problems? Have their knees, hips, and spine been checked? Eyes? Heart? Both checked for STDs? Brucellosis is one of the scariest ones that you definitely need to test for. They should already be BAT tested, but may need another if they did not have one at 6 months. After health checks, I would evaluate their temperament. You do not want to breed a dog that has been surly, overly aggressive, or too reserved either. Only a confident, intelligent and loving dog should be further considered. Then you want to take a look at their structure -- how is the topline? Check shoulder, head carriage, tail carriage, ear set (pointy & erect), size of ears, length of legs, squareness of body. Then check the color, both correct color and color placement are important -- look for the richness of color -- a
dark steel blue and rich tan on a silky coat that hangs straight. Watch them in motion -- you want to see a fluidness in movement. Ensure no sidewinders for example. Look at their eyes -- they should not protrude, nicely spaced, dark. You want a slightly flat head (no apple-heads!). Nice straight front legs, back legs straight from behind but stifles slightly bent. SO MANY things to evaluate before you decide if your dog is really breeding quality. I am sure you would come up with more if you get a copy of the standard and go item by item. Be critical -- make sure you are contributing to ethical breeding practices and not diluting the Yorkie gene pool with non-standard traits and poor quality. Even if all is considered and good choices made, years of study endeavored to make sure you are ready for the whelping, tests run, supplies readied, xrays taken, all considerations checked off.......even then......you can loose your girl and/or puppies. It is such a heart-breaking experience to lose a girl to breeding. To know her death is absolutely your fault. I am still bearing that guilt and it stopped my breeding for now.
I took a lot of words to basically say -- if you are going to breed, please do it right. Best to you and those cute pups of yours!