Hi Welcome to YT
Yorkies don't have a double coat, so they get cold..there hair grows like yours and mine
I would put a doggie coat or sweater on him before going out.
I would confine him...after you take him outside and he doesn't go...put him back in his crate for 10 to 20 minutes and try again until he does his bussiness...if he does his bussiness throw a potty party for him letting him know its ok to potty outside, than and only than would I let him stay out to play with me having an eagles eye on him at all times...I have a 5 1/2 month old Harley
...I keep him confined in a doggie play yard when I can't watch him...I don't let him have full run of the house, I take him out every 3 to 4 hours...first thing in the mornings, after he eats, after he plays, and after drinking water. I'm very consistent with it and now he lets me know when he has to go out...hope this helps...good luck!